+203.8%
IYR vs XOP
+82.9%
+120.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -1.2% | +2.6% | -3.8% | -2.1% |
| 30D | -2.9% | +15.4% | -18.3% | -7.5% |
| 3M | +0.8% | +12.1% | -11.2% | -3.4% |
| 6M | +1.9% | +19.7% | -17.8% | -5.3% |
| YTD | +9.6% | +52.4% | -42.8% | -6.2% |
| 1Y | +8.1% | +47.6% | -39.5% | -6.9% |
| 3Y | +29.2% | +34.4% | -5.2% | +12.3% |
| 5Y | +4.3% | +154.4% | -150.1% | -31.1% |
| 10Y | +64.7% | +54.7% | +10.0% | +9.1% |
| All | +203.8% | +82.9% | +120.8% | +38.0% |
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