+738.3%
XOM vs IBB
+560.8%
+177.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +1.8% | +1.4% | +0.3% | +1.2% |
| 30D | +5.9% | +10.5% | -4.6% | +1.7% |
| 3M | +5.6% | +23.6% | -18.1% | -3.1% |
| 6M | +7.9% | +22.6% | -14.8% | -1.4% |
| YTD | +35.2% | +25.7% | +9.5% | +22.2% |
| 1Y | +46.0% | +51.4% | -5.4% | +22.2% |
| 3Y | +55.0% | +64.4% | -9.3% | +23.8% |
| 5Y | +246.3% | +22.1% | +224.2% | +205.7% |
| 10Y | +181.0% | +132.5% | +48.5% | +85.0% |
| All | +738.3% | +560.8% | +177.5% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling