+808.3%
IWM vs XOM
+793.9%
+14.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.1% |
| 7D | +0.1% | +1.8% | -1.7% | -0.9% |
| 30D | -1.3% | +5.9% | -7.1% | -4.3% |
| 3M | +1.6% | +5.6% | -4.0% | -1.9% |
| 6M | +13.6% | +7.9% | +5.7% | +7.0% |
| YTD | +20.8% | +35.2% | -14.4% | +0.8% |
| 1Y | +26.4% | +46.0% | -19.6% | +1.0% |
| 3Y | +60.7% | +55.0% | +5.7% | +22.0% |
| 5Y | +38.2% | +246.3% | -208.1% | -35.4% |
| 10Y | +169.5% | +181.0% | -11.5% | +32.5% |
| All | +808.3% | +793.9% | +14.4% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling