+143.5%
IWM vs XOM
+205.3%
-61.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.4% | +2.8% | -1.4% | +0.3% |
| 30D | +2.3% | -3.6% | +5.9% | +3.5% |
| 3M | -8.3% | +8.2% | -16.6% | -11.8% |
| 6M | -1.3% | +14.0% | -15.4% | -7.8% |
| YTD | +13.5% | +44.6% | -31.1% | -5.7% |
| 1Y | +18.4% | +47.8% | -29.4% | -2.6% |
| 3Y | +69.6% | +79.6% | -10.0% | +25.8% |
| 5Y | +23.3% | +214.3% | -191.0% | -33.6% |
| All | +143.5% | +205.3% | -61.8% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling