+204.0%
XOM vs IBB
+127.7%
+76.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.5% |
| 7D | +2.7% | +1.6% | +1.1% | +2.1% |
| 30D | -2.5% | +6.7% | -9.2% | -4.7% |
| 3M | +7.0% | +6.3% | +0.6% | +4.3% |
| 6M | +14.2% | +23.9% | -9.7% | +5.3% |
| YTD | +43.9% | +26.6% | +17.3% | +30.8% |
| 1Y | +47.9% | +29.6% | +18.3% | +33.1% |
| 3Y | +80.6% | +86.1% | -5.5% | +38.7% |
| 5Y | +212.8% | +40.3% | +172.4% | +166.1% |
| All | +204.0% | +127.7% | +76.2% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling