+39.9%
ICE vs XOP
+165.6%
-125.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.9% | +1.0% | -1.8% | -1.0% |
| 30D | +4.0% | +10.8% | -6.9% | +2.2% |
| 3M | +11.0% | +19.5% | -8.5% | +7.6% |
| 6M | -5.0% | +21.6% | -26.5% | -8.4% |
| YTD | -2.7% | +55.8% | -58.5% | -10.4% |
| 1Y | -8.6% | +54.6% | -63.3% | -15.9% |
| 3Y | +41.4% | +36.6% | +4.7% | +31.2% |
| 5Y | +39.9% | +160.6% | -120.8% | +20.0% |
| All | +39.9% | +165.6% | -125.8% | +20.0% |
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 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