+264.7%
XOM vs IT
-46.1%
+310.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +1.9% | -12.7% | +14.6% | +3.0% |
| 30D | +4.1% | -8.9% | +13.0% | +4.8% |
| 3M | +10.4% | +10.1% | +0.3% | +8.9% |
| 6M | +13.0% | +7.3% | +5.8% | +11.4% |
| YTD | +40.1% | -32.4% | +72.4% | +44.1% |
| 1Y | +51.1% | -26.6% | +77.8% | +53.5% |
| 3Y | +57.7% | -51.8% | +109.5% | +66.8% |
| 5Y | +264.7% | -45.6% | +310.3% | +272.0% |
| All | +264.7% | -46.1% | +310.8% | +272.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling