+1,933.9%
XOM vs IRM
+9,964.6%
-8,030.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | +1.8% | -0.5% | +2.2% | +1.8% |
| 30D | +5.9% | -8.1% | +13.9% | +7.5% |
| 3M | +5.6% | -9.7% | +15.2% | +7.4% |
| 6M | +7.9% | +10.0% | -2.1% | +4.8% |
| YTD | +35.2% | +43.0% | -7.8% | +24.0% |
| 1Y | +46.0% | +32.7% | +13.3% | +35.5% |
| 3Y | +55.0% | +102.7% | -47.7% | +28.9% |
| 5Y | +246.3% | +187.6% | +58.7% | +163.5% |
| 10Y | +181.0% | +420.1% | -239.1% | +84.4% |
| All | +1,933.9% | +9,964.6% | -8,030.7% | +940.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling