+215.7%
IEFA vs XOP
+13.2%
+202.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | +1.2% | +0.6% | +0.5% | +1.0% |
| 30D | -0.6% | +16.5% | -17.1% | -3.9% |
| 3M | +6.2% | +15.7% | -9.5% | +2.6% |
| 6M | +11.2% | +19.2% | -8.0% | +6.0% |
| YTD | +14.2% | +55.0% | -40.8% | +2.3% |
| 1Y | +20.0% | +54.2% | -34.2% | +7.4% |
| 3Y | +68.8% | +35.9% | +32.9% | +53.3% |
| 5Y | +52.7% | +162.4% | -109.8% | +15.9% |
| 10Y | +144.2% | +50.2% | +94.1% | +86.8% |
| All | +215.7% | +13.2% | +202.4% | +137.4% |
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