+29.3%
IYR vs XOP
+35.8%
-6.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.9% | +1.0% | -1.9% | -1.1% |
| 30D | -2.4% | +10.8% | -13.2% | -3.9% |
| 3M | -2.0% | +19.5% | -21.5% | -4.8% |
| 6M | +2.5% | +21.6% | -19.1% | -1.6% |
| YTD | +8.3% | +55.8% | -47.5% | -2.0% |
| 1Y | +6.5% | +54.6% | -48.2% | -3.7% |
| All | +29.3% | +35.8% | -6.4% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling