+38.9%
IGV vs XOP
+35.8%
+3.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -1.5% | +1.0% | -2.5% | -1.8% |
| 30D | -3.0% | +10.8% | -13.9% | -5.4% |
| 3M | +9.6% | +19.5% | -9.9% | +4.6% |
| 6M | +16.1% | +21.6% | -5.5% | +9.4% |
| YTD | -3.6% | +55.8% | -59.5% | -16.1% |
| 1Y | -7.8% | +54.6% | -62.5% | -19.9% |
| All | +38.9% | +35.8% | +3.1% | +19.0% |
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 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