+191.6%
XOM vs IBN
+316.4%
-124.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +1.9% | -5.5% | +7.3% | +3.2% |
| 30D | +4.1% | -3.4% | +7.5% | +4.9% |
| 3M | +10.4% | +8.7% | +1.7% | +8.0% |
| 6M | +13.0% | +3.7% | +9.3% | +11.4% |
| YTD | +40.1% | -2.4% | +42.4% | +39.7% |
| 1Y | +51.1% | -8.1% | +59.2% | +53.0% |
| 3Y | +57.7% | +26.3% | +31.4% | +45.0% |
| 5Y | +264.7% | +54.9% | +209.8% | +212.5% |
| All | +191.6% | +316.4% | -124.9% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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