+206.3%
IYR vs XOP
+78.0%
+128.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.6% | +6.3% | -5.8% | -1.4% |
| 30D | +6.6% | -6.6% | +13.1% | +8.6% |
| 3M | -1.8% | +3.6% | -5.4% | -3.5% |
| 6M | +1.4% | +10.8% | -9.3% | -3.0% |
| YTD | +10.5% | +48.3% | -37.7% | -5.1% |
| 1Y | +10.6% | +42.9% | -32.3% | -3.9% |
| 3Y | +41.8% | +43.3% | -1.5% | +20.2% |
| 5Y | +6.0% | +94.0% | -87.9% | -22.8% |
| 10Y | +86.7% | +53.7% | +32.9% | +23.6% |
| All | +206.3% | +78.0% | +128.3% | +39.7% |
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 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