+47.6%
XOP vs IBN
-4.0%
+51.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -1.1% |
| 7D | +2.6% | +1.4% | +1.2% | +3.2% |
| 30D | +15.4% | -0.3% | +15.8% | +15.3% |
| 3M | +12.1% | +17.1% | -5.0% | +20.0% |
| 6M | +19.7% | +3.4% | +16.3% | +25.5% |
| YTD | +52.4% | +2.5% | +49.9% | +59.7% |
| 1Y | +47.6% | -4.2% | +51.7% | +54.1% |
| All | +47.6% | -4.0% | +51.5% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling