+163.4%
XOP vs IEF
-9.3%
+172.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | -0.2% |
| 7D | +1.6% | -1.2% | +2.8% | +0.9% |
| 30D | +9.6% | -1.5% | +11.1% | +8.6% |
| 3M | +16.9% | -1.7% | +18.6% | +15.9% |
| 6M | +24.0% | -3.5% | +27.6% | +22.0% |
| YTD | +56.2% | -2.6% | +58.8% | +54.2% |
| 1Y | +51.8% | -2.4% | +54.2% | +50.1% |
| 3Y | +37.0% | +8.9% | +28.0% | +41.4% |
| 5Y | +163.4% | -9.2% | +172.6% | +116.4% |
| All | +163.4% | -9.3% | +172.7% | +116.4% |
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