-8.8%
IT vs XME
+5.2%
-14.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.3% |
| 7D | -5.5% | -5.5% | 0.0% | -6.5% |
| 30D | +10.3% | -11.1% | +21.5% | +8.2% |
| 3M | +11.5% | -11.1% | +22.7% | +9.4% |
| 6M | +40.3% | -18.0% | +58.3% | +37.9% |
| YTD | -17.9% | -7.4% | -10.5% | -17.1% |
| 1Y | -8.8% | +6.7% | -15.5% | -10.0% |
| All | -8.8% | +5.2% | -14.0% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling