+177.0%
XME vs IBN
+865.8%
-688.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.5% | +11.1% | -9.6% | -3.0% |
| 30D | -7.3% | +23.9% | -31.1% | -15.5% |
| 3M | -17.4% | +16.3% | -33.7% | -22.8% |
| 6M | -21.8% | +34.2% | -56.0% | -31.3% |
| YTD | -6.0% | +17.6% | -23.5% | -13.0% |
| 1Y | +3.8% | +13.8% | -10.1% | -2.7% |
| 3Y | +100.0% | +57.0% | +43.0% | +60.6% |
| 5Y | +116.1% | +75.3% | +40.7% | +63.8% |
| 10Y | +280.6% | +388.7% | -108.1% | +68.3% |
| All | +177.0% | +865.8% | -688.7% | -39.3% |
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