+171.7%
IWM vs XOP
+52.9%
+118.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.6% |
| 7D | -1.1% | +1.0% | -2.1% | -1.5% |
| 30D | -3.1% | +10.8% | -14.0% | -6.5% |
| 3M | +2.2% | +19.5% | -17.2% | -4.4% |
| 6M | +15.1% | +21.6% | -6.5% | +5.9% |
| YTD | +18.6% | +55.8% | -37.3% | -0.5% |
| 1Y | +24.0% | +54.6% | -30.7% | +4.0% |
| 3Y | +63.7% | +36.6% | +27.1% | +41.7% |
| 5Y | +38.2% | +160.6% | -122.4% | -7.6% |
| 10Y | +171.7% | +56.2% | +115.5% | +81.2% |
| All | +171.7% | +52.9% | +118.8% | +81.2% |
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