+82.1%
IBM vs XOP
+35.7%
+46.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -2.5% | -10.0% | +7.5% | -0.8% |
| 30D | +8.4% | -9.1% | +17.4% | +10.0% |
| 3M | +4.5% | +5.1% | -0.6% | +3.4% |
| 6M | +7.9% | +6.4% | +1.5% | +6.0% |
| YTD | -15.2% | +39.7% | -54.9% | -22.7% |
| 1Y | -17.6% | +37.2% | -54.8% | -24.5% |
| 3Y | +82.1% | +37.6% | +44.4% | +62.7% |
| All | +82.1% | +35.7% | +46.3% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling