+818.4%
XOM vs IJR
+1,119.4%
-300.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | +1.9% | -2.3% | +4.2% | +3.3% |
| 30D | +4.1% | -4.7% | +8.8% | +7.1% |
| 3M | +10.4% | +2.1% | +8.3% | +8.3% |
| 6M | +13.0% | +13.9% | -0.8% | +2.6% |
| YTD | +40.1% | +18.2% | +21.8% | +23.8% |
| 1Y | +51.1% | +21.8% | +29.3% | +30.4% |
| 3Y | +57.7% | +52.2% | +5.5% | +14.4% |
| 5Y | +264.7% | +40.1% | +224.6% | +174.5% |
| 10Y | +193.1% | +169.7% | +23.4% | +43.7% |
| All | +818.4% | +1,119.4% | -300.9% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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