+793.0%
XOM vs IWF
+724.4%
+68.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -2.4% | +1.5% | -3.9% | -3.2% |
| 30D | +5.7% | -1.3% | +6.9% | +6.3% |
| 3M | +6.6% | +0.1% | +6.4% | +5.6% |
| 6M | +7.7% | +10.3% | -2.6% | -0.3% |
| YTD | +36.2% | +4.2% | +32.0% | +30.3% |
| 1Y | +50.5% | +9.3% | +41.2% | +39.1% |
| 3Y | +53.4% | +79.3% | -26.0% | -0.5% |
| 5Y | +254.2% | +73.8% | +180.4% | +125.9% |
| 10Y | +177.9% | +410.9% | -233.0% | -19.3% |
| All | +793.0% | +724.4% | +68.6% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling