+46.0%
XOM vs IR
-1.2%
+47.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.5% |
| 7D | +1.8% | -2.8% | +4.6% | +1.5% |
| 30D | +5.9% | -15.1% | +21.0% | +4.2% |
| 3M | +5.6% | +6.1% | -0.5% | +6.2% |
| 6M | +7.9% | -16.8% | +24.7% | +10.6% |
| YTD | +35.2% | -3.5% | +38.7% | +35.6% |
| 1Y | +46.0% | -3.5% | +49.5% | +46.9% |
| All | +46.0% | -1.2% | +47.2% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling