+92.7%
XOP vs IEF
-8.1%
+100.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.8% |
| 7D | +6.3% | -2.0% | +8.3% | +5.1% |
| 30D | -6.6% | +0.7% | -7.3% | -6.2% |
| 3M | +3.6% | -2.5% | +6.0% | +2.1% |
| 6M | +10.8% | -2.6% | +13.3% | +9.3% |
| YTD | +48.3% | -3.2% | +51.5% | +46.0% |
| 1Y | +42.9% | -3.0% | +46.0% | +40.8% |
| 3Y | +43.3% | +10.5% | +32.8% | +48.6% |
| All | +92.7% | -8.1% | +100.8% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling