+89.2%
IT vs XME
+260.6%
-171.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.2% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | -1.8% | -6.1% | +4.3% | -0.3% |
| 3M | +4.8% | -18.6% | +23.5% | +10.8% |
| 6M | +33.0% | -23.9% | +56.9% | +42.2% |
| YTD | -23.8% | -9.3% | -14.5% | -24.9% |
| 1Y | -16.5% | +1.8% | -18.3% | -21.4% |
| 3Y | -53.6% | +93.0% | -146.6% | -67.3% |
| 5Y | -42.1% | +107.0% | -149.1% | -61.5% |
| All | +89.2% | +260.6% | -171.4% | -12.1% |
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