+42.6%
XOP vs IBB
+139.6%
-97.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.4% |
| 7D | -10.0% | +2.7% | -12.7% | -11.6% |
| 30D | -9.1% | +6.3% | -15.4% | -12.6% |
| 3M | +5.1% | +11.1% | -6.0% | -2.3% |
| 6M | +6.4% | +29.2% | -22.8% | -10.6% |
| YTD | +39.7% | +30.2% | +9.5% | +15.3% |
| 1Y | +37.2% | +39.5% | -2.3% | +8.1% |
| 3Y | +37.6% | +92.3% | -54.7% | -14.7% |
| 5Y | +76.5% | +43.0% | +33.5% | +32.4% |
| 10Y | +42.6% | +137.1% | -94.5% | -22.4% |
| All | +42.6% | +139.6% | -97.0% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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