+82.5%
XOP vs IAG
+148.9%
-66.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | +2.6% | -0.5% | +3.1% | +2.6% |
| 30D | +15.4% | +28.9% | -13.4% | +10.3% |
| 3M | +12.1% | +19.1% | -7.1% | +7.7% |
| 6M | +19.7% | -10.3% | +29.9% | +18.9% |
| YTD | +52.4% | +24.2% | +28.2% | +41.9% |
| 1Y | +47.6% | +116.5% | -68.9% | +23.5% |
| 3Y | +34.4% | +742.8% | -708.4% | -16.6% |
| 5Y | +154.4% | +753.3% | -598.9% | +48.4% |
| 10Y | +54.7% | +403.2% | -348.5% | -14.6% |
| All | +82.5% | +148.9% | -66.3% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling