+1,689.1%
ICE vs XOP
+82.9%
+1,606.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -0.7% | +2.6% | -3.2% | -1.6% |
| 30D | +7.6% | +15.4% | -7.8% | +2.3% |
| 3M | +13.9% | +12.1% | +1.9% | +9.0% |
| 6M | -2.4% | +19.7% | -22.0% | -9.3% |
| YTD | +0.3% | +52.4% | -52.1% | -14.8% |
| 1Y | -6.4% | +47.6% | -54.0% | -19.9% |
| 3Y | +43.1% | +34.4% | +8.7% | +23.1% |
| 5Y | +42.1% | +154.4% | -112.3% | -9.2% |
| 10Y | +220.9% | +54.7% | +166.2% | +105.0% |
| All | +1,689.1% | +82.9% | +1,606.1% | +641.3% |
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