+402.6%
XME vs IBN
+324.2%
+78.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.6% |
| 7D | -4.2% | -3.0% | -1.2% | -3.2% |
| 30D | -2.7% | -1.5% | -1.2% | -2.2% |
| 3M | -3.9% | +7.9% | -11.8% | -6.6% |
| 6M | -1.0% | +8.6% | -9.6% | -4.0% |
| YTD | +9.8% | -0.6% | +10.4% | +9.5% |
| 1Y | +32.5% | -7.3% | +39.9% | +34.9% |
| 3Y | +124.3% | +26.2% | +98.1% | +101.9% |
| 5Y | +165.8% | +57.8% | +108.0% | +119.0% |
| All | +402.6% | +324.2% | +78.4% | +204.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling