+237.8%
XME vs IAG
+148.9%
+88.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.8% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +6.0% | +28.9% | -22.9% | -2.0% |
| 3M | -7.7% | +19.1% | -26.9% | -12.9% |
| 6M | +1.0% | -10.3% | +11.2% | +2.8% |
| YTD | +14.6% | +24.2% | -9.6% | +5.3% |
| 1Y | +46.0% | +116.5% | -70.5% | +13.5% |
| 3Y | +127.0% | +742.8% | -615.8% | +10.1% |
| 5Y | +175.8% | +753.3% | -577.5% | +21.8% |
| 10Y | +414.6% | +403.2% | +11.4% | +114.1% |
| All | +237.8% | +148.9% | +88.9% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling