-5.0%
IBM vs XOP
+54.2%
-59.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.4% |
| 7D | +3.6% | +1.0% | +2.6% | +3.6% |
| 30D | +1.5% | +10.8% | -9.3% | +1.5% |
| 3M | -12.9% | +19.5% | -32.4% | -13.4% |
| 6M | -3.9% | +21.6% | -25.5% | -5.8% |
| YTD | -17.3% | +55.8% | -73.2% | -22.5% |
| 1Y | -5.0% | +54.6% | -59.6% | -9.9% |
| All | -5.0% | +54.2% | -59.2% | -9.9% |
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