+112.0%
IBM vs XOP
+156.8%
-44.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -1.5% | +16.5% | -18.0% | -4.1% |
| 3M | -16.8% | +15.7% | -32.5% | -19.1% |
| 6M | -9.0% | +19.2% | -28.2% | -12.5% |
| YTD | -20.1% | +55.0% | -75.0% | -27.1% |
| 1Y | -7.0% | +54.2% | -61.2% | -15.3% |
| 3Y | +72.4% | +35.9% | +36.5% | +58.3% |
| 5Y | +112.0% | +162.4% | -50.4% | +65.6% |
| All | +112.0% | +156.8% | -44.8% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling