+129.5%
XOP vs IOT
+54.4%
+75.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +9.6% | -4.7% | +14.2% | +10.0% |
| 3M | +16.9% | +17.8% | -0.8% | +14.1% |
| 6M | +24.0% | +16.8% | +7.2% | +20.5% |
| YTD | +56.2% | +8.4% | +47.8% | +52.2% |
| 1Y | +51.8% | -0.8% | +52.6% | +49.1% |
| 3Y | +37.0% | +25.7% | +11.2% | +27.3% |
| All | +129.5% | +54.4% | +75.1% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling