+68.2%
IVV vs XME
+110.8%
-42.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.0% | -0.8% |
| 7D | -2.7% | -4.5% | +1.8% | -1.2% |
| 30D | -5.4% | -10.9% | +5.5% | -1.8% |
| 3M | -4.1% | -15.3% | +11.2% | +0.8% |
| 6M | +0.7% | -24.6% | +25.4% | +9.5% |
| YTD | +8.7% | -9.6% | +18.4% | +9.7% |
| 1Y | +11.0% | +2.9% | +8.1% | +6.6% |
| 3Y | +75.4% | +86.9% | -11.5% | +30.3% |
| All | +68.2% | +110.8% | -42.6% | +18.2% |
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