+498.2%
IBM vs XOP
+82.9%
+415.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.3% | +2.6% | -2.9% | -1.0% |
| 30D | +0.3% | +15.4% | -15.2% | -3.5% |
| 3M | -21.6% | +12.1% | -33.7% | -24.2% |
| 6M | -4.7% | +19.7% | -24.4% | -9.9% |
| YTD | -19.1% | +52.4% | -71.5% | -28.4% |
| 1Y | -2.5% | +47.6% | -50.1% | -13.2% |
| 3Y | +74.2% | +34.4% | +39.8% | +56.3% |
| 5Y | +113.1% | +154.4% | -41.3% | +54.6% |
| 10Y | +133.5% | +54.7% | +78.9% | +71.3% |
| All | +498.2% | +82.9% | +415.2% | +252.0% |
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