+39.9%
XOP vs IJR
+52.1%
-12.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | +2.6% | -2.2% | +4.8% | +4.0% |
| 30D | +9.6% | -4.6% | +14.2% | +12.7% |
| 3M | +20.4% | +0.2% | +20.1% | +19.6% |
| 6M | +19.9% | +14.7% | +5.2% | +7.5% |
| YTD | +56.4% | +18.9% | +37.5% | +36.2% |
| 1Y | +52.4% | +19.9% | +32.5% | +31.5% |
| 3Y | +39.9% | +53.0% | -13.1% | +3.0% |
| All | +39.9% | +52.1% | -12.2% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling