+283.1%
IVZ vs XME
+242.3%
+40.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +4.0% | +6.0% | -2.0% | -0.4% |
| 3M | +18.2% | -7.7% | +25.9% | +23.4% |
| 6M | +32.8% | +1.0% | +31.9% | +29.7% |
| YTD | +28.7% | +14.6% | +14.1% | +14.1% |
| 1Y | +55.4% | +46.0% | +9.4% | +15.5% |
| 3Y | +135.2% | +127.0% | +8.2% | +29.4% |
| 5Y | +64.2% | +175.8% | -111.6% | -23.7% |
| 10Y | +64.6% | +414.6% | -350.0% | -52.0% |
| All | +283.1% | +242.3% | +40.8% | +9.1% |
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