+264.7%
XOM vs IRM
+186.9%
+77.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.9% |
| 7D | +1.9% | -1.8% | +3.7% | +2.1% |
| 30D | +4.1% | -7.8% | +11.8% | +5.2% |
| 3M | +10.4% | -7.9% | +18.3% | +11.4% |
| 6M | +13.0% | +6.3% | +6.7% | +11.0% |
| YTD | +40.1% | +38.2% | +1.9% | +30.7% |
| 1Y | +51.1% | +19.8% | +31.3% | +44.4% |
| 3Y | +57.7% | +98.8% | -41.0% | +30.2% |
| 5Y | +264.7% | +191.8% | +73.0% | +176.8% |
| All | +264.7% | +186.9% | +77.8% | +176.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling