+26.4%
IWM vs XOM
+46.4%
-20.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | 0.0% |
| 7D | +0.1% | +1.8% | -1.7% | +0.4% |
| 30D | -1.3% | +5.9% | -7.1% | -0.3% |
| 3M | +1.6% | +5.6% | -4.0% | +2.8% |
| 6M | +13.6% | +7.9% | +5.7% | +13.7% |
| YTD | +20.8% | +35.2% | -14.4% | +18.4% |
| 1Y | +26.4% | +46.0% | -19.6% | +23.6% |
| All | +26.4% | +46.4% | -20.0% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 1y: compounded portfolio wealth divided by compounded XOM 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…
1y analysis · Full analysis span regression · 6 months rolling