+63.7%
IEFA vs XOP
+36.1%
+27.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -0.9% |
| 7D | -2.4% | +1.6% | -4.0% | -2.6% |
| 30D | -2.1% | +9.6% | -11.7% | -3.2% |
| 3M | +5.5% | +16.9% | -11.4% | +3.4% |
| 6M | +8.1% | +24.0% | -15.9% | +3.9% |
| YTD | +11.9% | +56.2% | -44.3% | +1.9% |
| 1Y | +18.1% | +51.8% | -33.7% | +8.0% |
| All | +63.7% | +36.1% | +27.6% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling