+6.7%
XME vs IBN
+4.2%
+2.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -2.0% |
| 7D | -5.5% | +8.9% | -14.4% | -7.7% |
| 30D | -11.1% | +12.6% | -23.8% | -14.4% |
| 3M | -11.1% | +3.1% | -14.2% | -11.9% |
| 6M | -18.0% | +20.6% | -38.6% | -23.0% |
| YTD | -7.4% | +5.8% | -13.2% | -12.1% |
| 1Y | +6.7% | +3.7% | +3.0% | +1.5% |
| All | +6.7% | +4.2% | +2.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling