+53.4%
XOM vs IBB
+64.8%
-11.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.9% |
| 7D | -2.4% | -1.7% | -0.7% | -2.2% |
| 30D | +5.7% | +4.9% | +0.8% | +5.2% |
| 3M | +6.6% | +24.2% | -17.7% | +4.4% |
| 6M | +7.7% | +23.8% | -16.2% | +5.3% |
| YTD | +36.2% | +23.0% | +13.2% | +33.1% |
| 1Y | +50.5% | +46.2% | +4.3% | +40.8% |
| 3Y | +53.4% | +64.8% | -11.5% | +33.5% |
| All | +53.4% | +64.8% | -11.5% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling