+200.7%
XOM vs IP
-12.0%
+212.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -11.4% | -5.1% | -6.4% | -10.9% |
| 30D | +1.1% | +8.5% | -7.4% | 0.0% |
| 3M | +7.8% | -13.8% | +21.7% | +9.7% |
| 6M | +13.0% | +5.7% | +7.3% | +10.7% |
| YTD | +40.6% | -9.1% | +49.7% | +40.7% |
| 1Y | +49.1% | -0.8% | +49.9% | +46.0% |
| 3Y | +72.9% | +14.8% | +58.1% | +55.0% |
| All | +200.7% | -12.0% | +212.7% | +196.6% |
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 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