-46.3%
IT vs XME
+183.2%
-229.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.5% |
| 7D | -9.1% | -0.2% | -8.9% | -9.1% |
| 30D | -12.2% | +1.4% | -13.6% | -12.6% |
| 3M | +7.8% | +2.7% | +5.1% | +6.7% |
| 6M | +2.0% | +6.5% | -4.5% | -0.8% |
| YTD | -32.7% | +15.2% | -47.9% | -36.8% |
| 1Y | -31.1% | +43.5% | -74.6% | -40.5% |
| 3Y | -52.1% | +135.9% | -188.0% | -66.3% |
| 5Y | -46.3% | +181.5% | -227.7% | -64.9% |
| All | -46.3% | +183.2% | -229.5% | -64.9% |
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