+836.2%
XOM vs IBN
+1,491.4%
-655.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +1.2% |
| 7D | -2.4% | -2.2% | -0.2% | -2.0% |
| 30D | +5.7% | -2.3% | +7.9% | +6.1% |
| 3M | +6.6% | +15.9% | -9.3% | +3.7% |
| 6M | +7.7% | +5.6% | +2.1% | +6.1% |
| YTD | +36.2% | -0.1% | +36.3% | +35.3% |
| 1Y | +50.5% | -6.5% | +57.0% | +51.2% |
| 3Y | +53.4% | +29.3% | +24.1% | +44.2% |
| 5Y | +254.2% | +56.6% | +197.6% | +218.9% |
| 10Y | +177.9% | +314.4% | -136.5% | +104.1% |
| All | +836.2% | +1,491.4% | -655.2% | +410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling