+58.8%
XOM vs IRM
+102.2%
-43.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +3.0% | +2.3% |
| 7D | 0.0% | +3.0% | -3.0% | -0.1% |
| 30D | +3.4% | -5.2% | +8.7% | +3.8% |
| 3M | +11.0% | -8.0% | +19.0% | +11.5% |
| 6M | +10.6% | +9.2% | +1.5% | +9.2% |
| YTD | +39.2% | +41.0% | -1.8% | +32.8% |
| 1Y | +52.7% | +23.3% | +29.5% | +47.9% |
| All | +58.8% | +102.2% | -43.5% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling