+1,229.7%
IT vs XME
+242.3%
+987.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | -6.0% | -0.1% | -5.9% | -6.0% |
| 30D | 0.0% | +6.0% | -6.0% | -2.3% |
| 3M | +13.1% | -7.7% | +20.8% | +15.0% |
| 6M | +11.7% | +1.0% | +10.7% | +8.6% |
| YTD | -26.1% | +14.6% | -40.7% | -32.2% |
| 1Y | -21.3% | +46.0% | -67.2% | -34.7% |
| 3Y | -46.7% | +127.0% | -173.8% | -63.7% |
| 5Y | -40.5% | +175.8% | -216.3% | -63.5% |
| 10Y | +103.9% | +414.6% | -310.7% | -8.7% |
| All | +1,229.7% | +242.3% | +987.4% | +469.6% |
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