+210.5%
ICE vs XOP
+58.4%
+152.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -5.3% | +1.6% | -7.0% | -5.6% |
| 30D | +3.0% | +9.6% | -6.6% | +1.4% |
| 3M | +11.4% | +16.9% | -5.5% | +8.4% |
| 6M | -2.0% | +24.0% | -26.1% | -5.9% |
| YTD | -3.1% | +56.2% | -59.3% | -10.7% |
| 1Y | -8.4% | +51.8% | -60.2% | -15.3% |
| 3Y | +40.7% | +37.0% | +3.8% | +30.8% |
| 5Y | +40.0% | +163.4% | -123.4% | +14.3% |
| All | +210.5% | +58.4% | +152.1% | +135.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling