+42.0%
XOP vs IAG
+655.1%
-613.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.8% | +1.7% |
| 7D | +5.2% | -2.1% | +7.2% | +5.2% |
| 30D | -8.4% | -6.2% | -2.2% | -8.2% |
| 3M | +2.9% | -5.1% | +8.1% | +3.0% |
| 6M | +8.8% | -10.0% | +18.8% | +9.1% |
| YTD | +46.9% | +3.9% | +43.0% | +44.4% |
| 1Y | +41.5% | +18.9% | +22.6% | +37.3% |
| All | +42.0% | +655.1% | -613.1% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling