+188.5%
XOM vs IP
+24.7%
+163.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.2% |
| 7D | -7.3% | 0.0% | -7.3% | -7.4% |
| 30D | -2.6% | +9.4% | -12.0% | -5.6% |
| 3M | +3.6% | -14.1% | +17.6% | +7.9% |
| 6M | +15.3% | +9.2% | +6.1% | +8.9% |
| YTD | +39.4% | -7.5% | +47.0% | +37.2% |
| 1Y | +43.2% | -2.8% | +45.9% | +37.8% |
| 3Y | +74.9% | +21.2% | +53.7% | +41.4% |
| 5Y | +201.3% | -11.5% | +212.7% | +176.5% |
| 10Y | +188.5% | +23.7% | +164.8% | +118.9% |
| All | +188.5% | +24.7% | +163.7% | +118.9% |
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