+47.6%
XOP vs IJH
+18.2%
+29.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | +2.6% | +0.1% | +2.4% | +2.6% |
| 30D | +15.4% | -1.5% | +16.9% | +15.2% |
| 3M | +12.1% | +0.8% | +11.3% | +12.3% |
| 6M | +19.7% | +7.6% | +12.1% | +20.8% |
| YTD | +52.4% | +15.5% | +36.9% | +46.5% |
| 1Y | +47.6% | +16.9% | +30.7% | +39.8% |
| All | +47.6% | +18.2% | +29.3% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling