+199.0%
XOM vs IP
+26.3%
+172.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -11.4% | -5.1% | -6.4% | -10.0% |
| 30D | +1.1% | +8.5% | -7.4% | -1.7% |
| 3M | +7.8% | -13.8% | +21.7% | +12.2% |
| 6M | +13.0% | +5.7% | +7.3% | +8.0% |
| YTD | +40.6% | -9.1% | +49.7% | +39.1% |
| 1Y | +49.1% | -0.8% | +49.9% | +42.2% |
| 3Y | +72.9% | +14.8% | +58.1% | +43.1% |
| 5Y | +204.0% | -11.5% | +215.5% | +178.1% |
| All | +199.0% | +26.3% | +172.7% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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