+43.3%
IR vs XME
+179.6%
-136.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.2% |
| 7D | +0.6% | +3.6% | -3.0% | -1.1% |
| 30D | -13.6% | +3.6% | -17.3% | -15.3% |
| 3M | +3.7% | +1.2% | +2.5% | +2.4% |
| 6M | -13.1% | +9.0% | -22.1% | -17.8% |
| YTD | -5.1% | +15.9% | -21.0% | -13.6% |
| 1Y | -6.5% | +43.2% | -49.6% | -24.6% |
| 3Y | +8.5% | +137.4% | -128.9% | -33.5% |
| 5Y | +43.3% | +185.0% | -141.7% | -19.5% |
| All | +43.3% | +179.6% | -136.3% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling