+143.5%
IWM vs XOP
+53.9%
+89.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +1.4% | +6.3% | -4.9% | -0.7% |
| 30D | +2.3% | -6.6% | +8.9% | +4.3% |
| 3M | -8.3% | +3.6% | -11.9% | -9.9% |
| 6M | -1.3% | +10.8% | -12.1% | -5.9% |
| YTD | +13.5% | +48.3% | -34.7% | -3.6% |
| 1Y | +18.4% | +42.9% | -24.5% | +1.7% |
| 3Y | +69.6% | +43.3% | +26.3% | +43.8% |
| 5Y | +23.3% | +94.0% | -70.7% | -8.9% |
| All | +143.5% | +53.9% | +89.7% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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