+39.4%
XOP vs IOT
+24.7%
+14.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.9% |
| 7D | +1.0% | +5.1% | -4.1% | +0.5% |
| 30D | +10.8% | -3.0% | +13.9% | +11.0% |
| 3M | +19.5% | +15.0% | +4.5% | +17.2% |
| 6M | +21.6% | +13.1% | +8.4% | +19.0% |
| YTD | +55.8% | +9.0% | +46.8% | +52.2% |
| 1Y | +54.6% | +0.1% | +54.5% | +52.3% |
| All | +39.4% | +24.7% | +14.7% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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