-53.6%
IT vs XME
+93.2%
-146.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | -1.8% | -6.1% | +4.3% | -1.5% |
| 3M | +4.8% | -18.6% | +23.5% | +6.1% |
| 6M | +33.0% | -23.9% | +56.9% | +36.1% |
| YTD | -23.8% | -9.3% | -14.5% | -25.4% |
| 1Y | -16.5% | +1.8% | -18.3% | -20.7% |
| 3Y | -53.6% | +93.0% | -146.6% | -64.7% |
| All | -53.6% | +93.2% | -146.8% | -64.7% |
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