+181.5%
XME vs IBN
+54.0%
+127.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | -0.2% | -5.1% | +4.9% | +1.7% |
| 30D | +1.4% | -3.5% | +4.9% | +2.7% |
| 3M | +2.7% | +11.3% | -8.6% | -1.4% |
| 6M | +6.5% | +4.4% | +2.1% | +4.5% |
| YTD | +15.2% | -1.8% | +17.0% | +15.3% |
| 1Y | +43.5% | -8.0% | +51.5% | +46.3% |
| 3Y | +135.9% | +27.1% | +108.8% | +105.6% |
| 5Y | +181.5% | +54.5% | +127.0% | +122.8% |
| All | +181.5% | +54.0% | +127.4% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling