+10.1%
IR vs XME
+134.1%
-124.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -15.1% | +6.0% | -21.1% | -17.6% |
| 3M | +6.1% | -7.7% | +13.8% | +9.4% |
| 6M | -16.8% | +1.0% | -17.8% | -18.4% |
| YTD | -3.5% | +14.6% | -18.2% | -12.0% |
| 1Y | -3.5% | +46.0% | -49.4% | -24.5% |
| All | +10.1% | +134.1% | -124.0% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling