+248.3%
XOM vs IP
-17.2%
+265.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.0% |
| 7D | +1.8% | -5.3% | +7.0% | +2.5% |
| 30D | +5.9% | -10.9% | +16.7% | +7.5% |
| 3M | +5.6% | +11.2% | -5.6% | +3.0% |
| 6M | +7.9% | -10.2% | +18.1% | +9.5% |
| YTD | +35.2% | -2.0% | +37.2% | +34.1% |
| 1Y | +46.0% | -19.1% | +65.1% | +50.7% |
| 3Y | +55.0% | +20.9% | +34.2% | +38.6% |
| All | +248.3% | -17.2% | +265.5% | +259.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling