+237.8%
XME vs IBN
+742.4%
-504.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -0.1% | +1.4% | -1.5% | -0.7% |
| 30D | +6.0% | -0.3% | +6.3% | +6.1% |
| 3M | -7.7% | +17.1% | -24.8% | -13.8% |
| 6M | +1.0% | +3.4% | -2.4% | -0.7% |
| YTD | +14.6% | +2.5% | +12.1% | +12.8% |
| 1Y | +46.0% | -4.2% | +50.1% | +47.0% |
| 3Y | +127.0% | +32.4% | +94.6% | +96.5% |
| 5Y | +175.8% | +59.2% | +116.6% | +117.9% |
| 10Y | +414.6% | +345.7% | +69.0% | +135.9% |
| All | +237.8% | +742.4% | -504.6% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling