+55.0%
XOP vs IBN
+324.2%
-269.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.6% |
| 7D | +2.6% | -3.0% | +5.6% | +3.7% |
| 30D | +9.6% | -1.5% | +11.1% | +10.1% |
| 3M | +20.4% | +7.9% | +12.4% | +16.6% |
| 6M | +19.9% | +8.6% | +11.3% | +14.9% |
| YTD | +56.4% | -0.6% | +56.9% | +54.3% |
| 1Y | +52.4% | -7.3% | +59.8% | +54.3% |
| 3Y | +39.9% | +26.2% | +13.7% | +22.1% |
| 5Y | +163.7% | +57.8% | +105.9% | +106.2% |
| All | +55.0% | +324.2% | -269.2% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling