+204.0%
XOM vs IP
+19.1%
+184.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.5% |
| 7D | +2.7% | -0.9% | +3.6% | +2.9% |
| 30D | -2.5% | +6.7% | -9.2% | -4.7% |
| 3M | +7.0% | -16.6% | +23.5% | +12.4% |
| 6M | +14.2% | +6.0% | +8.2% | +8.9% |
| YTD | +43.9% | -10.7% | +54.6% | +43.1% |
| 1Y | +47.9% | -6.7% | +54.6% | +44.2% |
| 3Y | +80.6% | +17.1% | +63.5% | +47.4% |
| 5Y | +212.8% | -14.6% | +227.3% | +190.2% |
| All | +204.0% | +19.1% | +184.8% | +140.6% |
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