+192.9%
XOM vs IT
+103.1%
+89.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | -0.7% |
| 7D | +4.1% | -3.7% | +7.8% | +4.8% |
| 30D | +4.6% | +0.1% | +4.5% | +4.2% |
| 3M | +14.0% | +20.7% | -6.7% | +7.3% |
| 6M | +11.0% | +12.0% | -1.0% | +5.6% |
| YTD | +40.7% | -28.8% | +69.5% | +48.9% |
| 1Y | +52.3% | -25.5% | +77.8% | +58.1% |
| 3Y | +60.5% | -48.8% | +109.2% | +77.5% |
| 5Y | +266.4% | -42.7% | +309.2% | +276.1% |
| All | +192.9% | +103.1% | +89.8% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling