+261.8%
XOM vs IR
+40.4%
+221.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.3% | +2.6% |
| 7D | 0.0% | -1.9% | +1.9% | +0.4% |
| 30D | +3.4% | -15.0% | +18.5% | +6.8% |
| 3M | +11.0% | -0.4% | +11.4% | +10.3% |
| 6M | +10.6% | -15.0% | +25.7% | +13.6% |
| YTD | +39.2% | -7.1% | +46.3% | +39.0% |
| 1Y | +52.7% | -7.5% | +60.3% | +52.2% |
| 3Y | +56.8% | +6.3% | +50.5% | +45.0% |
| 5Y | +261.8% | +37.3% | +224.5% | +195.3% |
| All | +261.8% | +40.4% | +221.4% | +195.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling