+86.6%
XOP vs IJH
+574.7%
-488.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +1.9% |
| 7D | +1.0% | -0.7% | +1.7% | +1.8% |
| 30D | +10.8% | -3.8% | +14.7% | +16.1% |
| 3M | +19.5% | 0.0% | +19.4% | +18.2% |
| 6M | +21.6% | +8.8% | +12.8% | +6.2% |
| YTD | +55.8% | +13.5% | +42.3% | +28.4% |
| 1Y | +54.6% | +15.4% | +39.2% | +24.4% |
| 3Y | +36.6% | +50.9% | -14.3% | -23.4% |
| 5Y | +160.6% | +47.8% | +112.9% | +48.2% |
| 10Y | +56.2% | +183.1% | -126.8% | -58.5% |
| All | +86.6% | +574.7% | -488.1% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling