+291.3%
IR vs XME
+363.4%
-72.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.2% |
| 3M | +6.1% | -7.7% | +13.8% | +9.6% |
| 6M | -16.8% | +1.0% | -17.8% | -18.8% |
| YTD | -3.5% | +14.6% | -18.2% | -13.2% |
| 1Y | -3.5% | +46.0% | -49.4% | -25.8% |
| 3Y | +9.5% | +127.0% | -117.5% | -36.4% |
| 5Y | +45.1% | +175.8% | -130.7% | -28.9% |
| All | +291.3% | +363.4% | -72.1% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling