+4,261.5%
XOM vs IP
+364.8%
+3,896.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.3% |
| 7D | +1.8% | -5.3% | +7.0% | +3.1% |
| 30D | +5.9% | -10.9% | +16.7% | +8.9% |
| 3M | +5.6% | +11.2% | -5.6% | +1.2% |
| 6M | +7.9% | -10.2% | +18.1% | +8.3% |
| YTD | +35.2% | -2.0% | +37.2% | +31.9% |
| 1Y | +46.0% | -19.1% | +65.1% | +49.5% |
| 3Y | +55.0% | +20.9% | +34.2% | +37.0% |
| 5Y | +246.3% | -17.8% | +264.1% | +237.8% |
| 10Y | +181.0% | +23.5% | +157.5% | +138.7% |
| All | +4,261.5% | +364.8% | +3,896.7% | +2,236.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling