+526.7%
IBM vs XOP
+67.7%
+459.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -2.5% | -10.0% | +7.5% | +0.1% |
| 30D | +8.4% | -9.1% | +17.4% | +10.9% |
| 3M | +4.5% | +5.1% | -0.6% | +2.8% |
| 6M | +7.9% | +6.4% | +1.5% | +5.4% |
| YTD | -15.2% | +39.7% | -54.9% | -23.4% |
| 1Y | -17.6% | +37.2% | -54.8% | -25.3% |
| 3Y | +82.1% | +37.6% | +44.4% | +62.3% |
| 5Y | +143.3% | +76.5% | +66.8% | +95.0% |
| 10Y | +149.9% | +42.6% | +107.3% | +87.2% |
| All | +526.7% | +67.7% | +459.0% | +276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling