+340.0%
IR vs XME
+277.6%
+62.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.1% |
| 7D | +1.5% | -0.2% | +1.7% | +1.6% |
| 30D | +9.0% | -9.2% | +18.2% | +14.7% |
| 3M | -0.9% | -17.8% | +16.9% | +9.7% |
| 6M | +13.4% | -20.0% | +33.4% | +25.8% |
| YTD | +8.5% | -6.6% | +15.0% | +8.9% |
| 1Y | +11.3% | +1.8% | +9.5% | +6.0% |
| 3Y | +26.0% | +98.7% | -72.7% | -21.7% |
| 5Y | +47.9% | +123.9% | -76.1% | -18.5% |
| All | +340.0% | +277.6% | +62.4% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling