+191.3%
XOM vs IBB
+122.2%
+69.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | 0.0% | -3.9% | +3.9% | +1.3% |
| 30D | +3.4% | +2.7% | +0.7% | +2.3% |
| 3M | +11.0% | +21.4% | -10.3% | +3.7% |
| 6M | +10.6% | +20.1% | -9.5% | +3.1% |
| YTD | +39.2% | +21.9% | +17.3% | +28.7% |
| 1Y | +52.7% | +44.1% | +8.6% | +32.2% |
| 3Y | +56.8% | +63.4% | -6.6% | +27.3% |
| 5Y | +261.8% | +19.8% | +242.0% | +230.6% |
| 10Y | +191.3% | +127.0% | +64.3% | +99.9% |
| All | +191.3% | +122.2% | +69.1% | +99.9% |
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