+67.0%
XOP vs IBB
+853.7%
-786.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.4% |
| 7D | -14.7% | -1.8% | -12.9% | -13.8% |
| 30D | -7.7% | +5.1% | -12.7% | -11.6% |
| 3M | +4.4% | +10.7% | -6.3% | -4.5% |
| 6M | +3.5% | +22.9% | -19.4% | -13.2% |
| YTD | +39.4% | +26.7% | +12.7% | +12.3% |
| 1Y | +39.8% | +35.1% | +4.7% | +7.0% |
| 3Y | +29.7% | +80.2% | -50.5% | -22.5% |
| 5Y | +78.6% | +37.8% | +40.7% | +27.8% |
| 10Y | +51.8% | +161.2% | -109.4% | -37.9% |
| All | +67.0% | +853.7% | -786.7% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling