+201.4%
XOM vs IR
+271.1%
-69.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.1% | -4.5% | +8.6% | +5.7% |
| 30D | +4.6% | -13.9% | +18.5% | +9.9% |
| 3M | +14.0% | -0.3% | +14.3% | +13.1% |
| 6M | +11.0% | -14.3% | +25.3% | +14.8% |
| YTD | +40.7% | -7.9% | +48.6% | +40.9% |
| 1Y | +52.3% | -9.9% | +62.2% | +53.1% |
| 3Y | +60.5% | +6.5% | +53.9% | +45.1% |
| 5Y | +266.4% | +34.0% | +232.4% | +192.1% |
| All | +201.4% | +271.1% | -69.7% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling