+160.6%
XOP vs IAG
+804.8%
-644.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.6% | +0.4% |
| 7D | +1.0% | +1.7% | -0.7% | +0.8% |
| 30D | +10.8% | +11.4% | -0.6% | +9.4% |
| 3M | +19.5% | +33.0% | -13.6% | +15.2% |
| 6M | +21.6% | -6.0% | +27.6% | +21.2% |
| YTD | +55.8% | +24.6% | +31.3% | +48.3% |
| 1Y | +54.6% | +105.0% | -50.3% | +36.1% |
| 3Y | +36.6% | +837.9% | -801.3% | -10.9% |
| 5Y | +160.6% | +817.0% | -656.3% | +55.8% |
| All | +160.6% | +804.8% | -644.2% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling