-13.3%
IBM vs XOP
+45.9%
-59.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.1% | +1.8% |
| 7D | +0.4% | -10.5% | +11.0% | +0.7% |
| 30D | +14.8% | -4.3% | +19.1% | +14.9% |
| 3M | +8.9% | +4.7% | +4.2% | +9.4% |
| 6M | +12.4% | -0.1% | +12.5% | +12.8% |
| YTD | -12.4% | +43.8% | -56.2% | -17.8% |
| 1Y | -13.3% | +45.3% | -58.5% | -18.9% |
| All | -13.3% | +45.9% | -59.1% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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