+425.3%
IWM vs XOP
+67.4%
+357.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.0% | -14.7% | +12.7% | +4.2% |
| 30D | -1.5% | -7.7% | +6.2% | +1.3% |
| 3M | -8.0% | +4.4% | -12.4% | -10.3% |
| 6M | -4.1% | +3.5% | -7.6% | -6.9% |
| YTD | +11.9% | +39.4% | -27.5% | -5.0% |
| 1Y | +15.0% | +39.8% | -24.8% | -2.6% |
| 3Y | +64.2% | +29.7% | +34.5% | +41.2% |
| 5Y | +20.4% | +78.6% | -58.2% | -13.0% |
| 10Y | +168.0% | +51.8% | +116.1% | +76.6% |
| All | +425.3% | +67.4% | +357.9% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling