+50.3%
XOP vs IP
+19.1%
+31.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.6% |
| 7D | +5.2% | -0.9% | +6.1% | +5.5% |
| 30D | -8.4% | +6.7% | -15.1% | -11.6% |
| 3M | +2.9% | -16.6% | +19.5% | +10.8% |
| 6M | +8.8% | +6.0% | +2.8% | +1.0% |
| YTD | +46.9% | -10.7% | +57.6% | +43.9% |
| 1Y | +41.5% | -6.7% | +48.2% | +34.7% |
| 3Y | +43.1% | +17.1% | +26.0% | +6.1% |
| 5Y | +92.2% | -14.6% | +106.7% | +72.5% |
| All | +50.3% | +19.1% | +31.1% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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