+2,075.7%
XOM vs IRM
+9,772.9%
-7,697.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.8% | +6.8% | -3.9% | +1.5% |
| 30D | -3.6% | +2.6% | -6.2% | -4.3% |
| 3M | +8.2% | -9.5% | +17.7% | +10.0% |
| 6M | +14.0% | -8.5% | +22.5% | +15.2% |
| YTD | +44.6% | +40.3% | +4.3% | +32.7% |
| 1Y | +47.8% | +28.7% | +19.1% | +37.9% |
| 3Y | +79.6% | +111.8% | -32.3% | +47.6% |
| 5Y | +214.3% | +189.1% | +25.2% | +138.3% |
| 10Y | +204.0% | +519.8% | -315.8% | +93.0% |
| All | +2,075.7% | +9,772.9% | -7,697.2% | +1,013.6% |
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