+153.3%
XOP vs IJH
+48.0%
+105.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | +2.6% | -1.9% | +4.5% | +4.3% |
| 30D | +9.6% | -4.6% | +14.2% | +14.0% |
| 3M | +20.4% | -1.2% | +21.5% | +20.9% |
| 6M | +19.9% | +9.4% | +10.5% | +8.1% |
| YTD | +56.4% | +13.3% | +43.1% | +35.8% |
| 1Y | +52.4% | +13.4% | +39.1% | +32.2% |
| 3Y | +39.9% | +50.4% | -10.6% | -9.2% |
| All | +153.3% | +48.0% | +105.3% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling