+77.6%
XOP vs IEF
+92.3%
-14.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.6% |
| 7D | +6.3% | -2.0% | +8.3% | +2.8% |
| 30D | -6.6% | +0.7% | -7.3% | -5.4% |
| 3M | +3.6% | -2.5% | +6.0% | -0.7% |
| 6M | +10.8% | -2.6% | +13.3% | +6.4% |
| YTD | +48.3% | -3.2% | +51.5% | +41.4% |
| 1Y | +42.9% | -3.0% | +46.0% | +36.8% |
| 3Y | +43.3% | +10.5% | +32.8% | +72.2% |
| 5Y | +94.0% | -8.2% | +102.1% | +58.1% |
| 10Y | +53.7% | +6.7% | +47.0% | +79.8% |
| All | +77.6% | +92.3% | -14.7% | +490.4% |
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 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