+14.5%
IGV vs XOP
+93.1%
-78.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.2% |
| 7D | +2.5% | +5.2% | -2.7% | +1.2% |
| 30D | -8.6% | -8.4% | -0.2% | -6.7% |
| 3M | -1.6% | +2.9% | -4.5% | -2.8% |
| 6M | +13.4% | +8.8% | +4.6% | +10.0% |
| YTD | -4.0% | +46.9% | -50.9% | -15.5% |
| 1Y | -7.6% | +41.5% | -49.1% | -17.9% |
| 3Y | +39.3% | +43.1% | -3.8% | +20.8% |
| 5Y | +14.5% | +92.2% | -77.7% | -10.3% |
| All | +14.5% | +93.1% | -78.6% | -10.3% |
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 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