+51.7%
XOP vs IBN
+385.6%
-333.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +6.3% | +1.9% | +4.5% | +5.6% |
| 30D | -6.6% | +22.1% | -28.7% | -13.6% |
| 3M | +3.6% | +17.1% | -13.5% | -2.8% |
| 6M | +10.8% | +35.5% | -24.8% | -2.1% |
| YTD | +48.3% | +16.8% | +31.5% | +37.2% |
| 1Y | +42.9% | +12.4% | +30.5% | +34.4% |
| 3Y | +43.3% | +58.0% | -14.7% | +13.9% |
| 5Y | +94.0% | +73.7% | +20.2% | +45.9% |
| All | +51.7% | +385.6% | -333.9% | -20.9% |
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