+35.1%
XOP vs IP
+21.5%
+13.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.1% |
| 7D | +2.6% | -5.3% | +7.8% | +3.2% |
| 30D | +15.4% | -10.9% | +26.3% | +17.1% |
| 3M | +12.1% | +11.2% | +0.9% | +9.3% |
| 6M | +19.7% | -10.2% | +29.9% | +22.4% |
| YTD | +52.4% | -2.0% | +54.4% | +51.4% |
| 1Y | +47.6% | -19.1% | +66.7% | +54.1% |
| All | +35.1% | +21.5% | +13.6% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling