+166.4%
IWM vs XOM
+194.6%
-28.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.2% |
| 7D | -2.4% | +4.1% | -6.5% | -4.0% |
| 30D | -4.6% | +4.6% | -9.1% | -6.4% |
| 3M | -0.3% | +14.0% | -14.2% | -6.0% |
| 6M | +14.7% | +11.0% | +3.8% | +8.1% |
| YTD | +17.8% | +40.7% | -22.9% | -0.5% |
| 1Y | +21.2% | +52.3% | -31.1% | -1.5% |
| 3Y | +62.3% | +60.5% | +1.9% | +26.8% |
| 5Y | +38.7% | +266.4% | -227.7% | -31.1% |
| All | +166.4% | +194.6% | -28.3% | +32.1% |
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