+135.3%
XME vs IAG
+817.0%
-681.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.8% | -1.3% |
| 7D | -0.2% | +1.7% | -1.9% | -0.8% |
| 30D | +1.4% | +11.4% | -10.0% | -2.0% |
| 3M | +2.7% | +33.0% | -30.3% | -6.2% |
| 6M | +6.5% | -6.0% | +12.5% | +6.2% |
| YTD | +15.2% | +24.6% | -9.4% | +6.3% |
| 1Y | +43.5% | +105.0% | -61.5% | +17.5% |
| All | +135.3% | +817.0% | -681.6% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling