+63.3%
IWM vs XOM
+56.0%
+7.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.7% |
| 7D | -1.1% | 0.0% | -1.2% | -1.2% |
| 30D | -3.1% | +3.4% | -6.6% | -3.7% |
| 3M | +2.2% | +11.0% | -8.8% | +0.3% |
| 6M | +15.1% | +10.6% | +4.5% | +11.7% |
| YTD | +18.6% | +39.2% | -20.6% | +6.3% |
| 1Y | +24.0% | +52.7% | -28.7% | +7.3% |
| All | +63.3% | +56.0% | +7.3% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling