+55.0%
XOP vs IJR
+172.1%
-117.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.4% |
| 7D | +2.6% | -2.2% | +4.8% | +5.0% |
| 30D | +9.6% | -4.6% | +14.2% | +15.1% |
| 3M | +20.4% | +0.2% | +20.1% | +19.1% |
| 6M | +19.9% | +14.7% | +5.2% | +0.3% |
| YTD | +56.4% | +18.9% | +37.5% | +25.2% |
| 1Y | +52.4% | +19.9% | +32.5% | +20.2% |
| 3Y | +39.9% | +53.0% | -13.1% | -20.2% |
| 5Y | +163.7% | +40.9% | +122.9% | +65.6% |
| All | +55.0% | +172.1% | -117.1% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling