+87.1%
XOP vs IJR
+524.5%
-437.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.2% |
| 7D | +1.6% | -2.3% | +4.0% | +4.2% |
| 30D | +9.6% | -4.7% | +14.3% | +15.4% |
| 3M | +16.9% | +2.1% | +14.8% | +13.1% |
| 6M | +24.0% | +13.9% | +10.2% | +4.5% |
| YTD | +56.2% | +18.2% | +38.0% | +25.7% |
| 1Y | +51.8% | +21.8% | +30.0% | +17.4% |
| 3Y | +37.0% | +52.2% | -15.2% | -20.4% |
| 5Y | +163.4% | +40.1% | +123.3% | +68.0% |
| 10Y | +56.6% | +169.7% | -113.0% | -48.5% |
| All | +87.1% | +524.5% | -437.4% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling