+466.7%
IWM vs XOP
+82.9%
+383.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.1% | +2.6% | -2.5% | -1.0% |
| 30D | -1.3% | +15.4% | -16.7% | -7.0% |
| 3M | +1.6% | +12.1% | -10.4% | -3.6% |
| 6M | +13.6% | +19.7% | -6.1% | +3.7% |
| YTD | +20.8% | +52.4% | -31.6% | -0.5% |
| 1Y | +26.4% | +47.6% | -21.1% | +5.1% |
| 3Y | +60.7% | +34.4% | +26.3% | +36.9% |
| 5Y | +38.2% | +154.4% | -116.2% | -13.5% |
| 10Y | +169.5% | +54.7% | +114.8% | +77.4% |
| All | +466.7% | +82.9% | +383.7% | +171.0% |
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