+527.0%
IBM vs XOP
+69.0%
+458.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.2% |
| 7D | -1.5% | -8.4% | +6.8% | +0.6% |
| 30D | +8.4% | -8.4% | +16.8% | +10.7% |
| 3M | +4.2% | +0.2% | +4.0% | +3.9% |
| 6M | +7.9% | +7.2% | +0.7% | +5.2% |
| YTD | -15.2% | +40.8% | -56.0% | -23.6% |
| 1Y | -18.7% | +36.3% | -55.0% | -26.2% |
| 3Y | +79.2% | +37.2% | +42.0% | +59.9% |
| 5Y | +144.7% | +86.6% | +58.1% | +93.2% |
| 10Y | +141.6% | +44.0% | +97.6% | +80.5% |
| All | +527.0% | +69.0% | +458.0% | +275.8% |
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