+54.8%
XOP vs IAG
+423.2%
-368.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.4% |
| 7D | +1.6% | -4.1% | +5.7% | +2.0% |
| 30D | +9.6% | +10.6% | -1.0% | +8.4% |
| 3M | +16.9% | +35.4% | -18.4% | +13.0% |
| 6M | +24.0% | -9.5% | +33.6% | +23.9% |
| YTD | +56.2% | +21.8% | +34.4% | +50.2% |
| 1Y | +51.8% | +84.1% | -32.4% | +38.8% |
| 3Y | +37.0% | +817.4% | -780.4% | +0.9% |
| 5Y | +163.4% | +830.1% | -666.7% | +86.6% |
| All | +54.8% | +423.2% | -368.4% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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