+253.6%
XME vs IAG
+389.3%
-135.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -1.8% |
| 7D | +0.3% | -7.7% | +8.0% | +2.3% |
| 30D | -6.1% | +1.6% | -7.7% | -6.8% |
| 3M | -18.6% | -2.4% | -16.2% | -18.5% |
| 6M | -23.9% | -7.8% | -16.1% | -23.1% |
| YTD | -9.3% | +5.0% | -14.4% | -12.0% |
| 1Y | +1.8% | +25.7% | -23.9% | -5.2% |
| 3Y | +93.0% | +694.5% | -601.5% | +13.9% |
| 5Y | +107.0% | +421.7% | -314.7% | +24.4% |
| All | +253.6% | +389.3% | -135.7% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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