+277.0%
IR vs XME
+365.6%
-88.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | -15.0% | +1.4% | -16.4% | -15.9% |
| 3M | -0.4% | +2.7% | -3.2% | -2.8% |
| 6M | -15.0% | +6.5% | -21.6% | -19.6% |
| YTD | -7.1% | +15.2% | -22.2% | -16.6% |
| 1Y | -7.5% | +43.5% | -51.0% | -28.2% |
| 3Y | +6.3% | +135.9% | -129.6% | -39.6% |
| 5Y | +37.3% | +181.5% | -144.1% | -33.5% |
| All | +277.0% | +365.6% | -88.6% | +16.8% |
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