+309.6%
IVV vs XME
+294.4%
+15.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +0.4% |
| 7D | +0.1% | +0.9% | -0.9% | -0.3% |
| 30D | -3.3% | -7.3% | +4.0% | -0.8% |
| 3M | -2.4% | -14.8% | +12.4% | +2.9% |
| 6M | +2.6% | -18.4% | +21.0% | +9.1% |
| YTD | +11.3% | -4.7% | +16.0% | +10.5% |
| 1Y | +13.4% | +5.7% | +7.7% | +8.1% |
| 3Y | +80.3% | +104.0% | -23.7% | +30.1% |
| 5Y | +72.7% | +122.4% | -49.7% | +17.1% |
| 10Y | +309.6% | +285.4% | +24.3% | +98.0% |
| All | +309.6% | +294.4% | +15.3% | +98.0% |
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 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