+39.1%
IWM vs XOP
+156.6%
-117.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.1% | +2.6% | -2.5% | -0.8% |
| 30D | -1.3% | +15.4% | -16.7% | -6.0% |
| 3M | +1.6% | +12.1% | -10.4% | -2.7% |
| 6M | +13.6% | +19.7% | -6.1% | +4.9% |
| YTD | +20.8% | +52.4% | -31.6% | +1.2% |
| 1Y | +26.4% | +47.6% | -21.1% | +6.9% |
| 3Y | +60.7% | +34.4% | +26.3% | +38.3% |
| All | +39.1% | +156.6% | -117.5% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling