+55.0%
XOP vs IEF
+3.8%
+51.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | -0.1% |
| 7D | +2.6% | -1.3% | +4.0% | +0.7% |
| 30D | +9.6% | -1.7% | +11.3% | +7.0% |
| 3M | +20.4% | -2.5% | +22.9% | +16.5% |
| 6M | +19.9% | -3.3% | +23.2% | +15.3% |
| YTD | +56.4% | -2.8% | +59.2% | +51.4% |
| 1Y | +52.4% | -2.7% | +55.2% | +47.8% |
| 3Y | +39.9% | +8.9% | +31.0% | +58.1% |
| 5Y | +163.7% | -9.4% | +173.1% | +85.4% |
| All | +55.0% | +3.8% | +51.2% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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