+82.5%
XOP vs IEF
+95.6%
-13.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.9% |
| 7D | +2.6% | -0.3% | +2.9% | +2.1% |
| 30D | +15.4% | -0.8% | +16.2% | +14.0% |
| 3M | +12.1% | -1.0% | +13.0% | +10.5% |
| 6M | +19.7% | -2.8% | +22.4% | +14.9% |
| YTD | +52.4% | -1.5% | +53.9% | +49.6% |
| 1Y | +47.6% | -0.4% | +48.0% | +47.7% |
| 3Y | +34.4% | +9.7% | +24.7% | +58.4% |
| 5Y | +154.4% | -8.3% | +162.7% | +104.7% |
| 10Y | +54.7% | +4.6% | +50.1% | +73.1% |
| All | +82.5% | +95.6% | -13.1% | +524.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling