+255.6%
XOM vs IWF
+72.3%
+183.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +1.9% | -1.7% | +3.6% | +2.1% |
| 30D | +4.1% | -1.8% | +5.9% | +4.3% |
| 3M | +10.4% | +1.5% | +9.0% | +9.8% |
| 6M | +13.0% | +7.7% | +5.3% | +10.8% |
| YTD | +40.1% | +2.7% | +37.3% | +38.7% |
| 1Y | +51.1% | +6.8% | +44.4% | +48.0% |
| 3Y | +57.7% | +76.9% | -19.1% | +32.4% |
| All | +255.6% | +72.3% | +183.3% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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