+758.5%
IVV vs XME
+169.9%
+588.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.0% | -0.9% |
| 7D | -2.7% | -4.5% | +1.8% | -1.1% |
| 30D | -5.4% | -10.9% | +5.5% | -1.6% |
| 3M | -4.1% | -15.3% | +11.2% | +1.2% |
| 6M | +0.7% | -24.6% | +25.4% | +10.0% |
| YTD | +8.7% | -9.6% | +18.4% | +10.3% |
| 1Y | +11.0% | +2.9% | +8.1% | +7.2% |
| 3Y | +75.4% | +86.9% | -11.5% | +33.7% |
| 5Y | +68.3% | +115.2% | -46.8% | +18.8% |
| 10Y | +315.5% | +305.7% | +9.8% | +117.3% |
| All | +758.5% | +169.9% | +588.7% | +320.4% |
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