+75.8%
XOP vs IP
-12.0%
+87.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -14.7% | -5.1% | -9.7% | -13.8% |
| 30D | -7.7% | +8.5% | -16.2% | -9.5% |
| 3M | +4.4% | -13.8% | +18.3% | +7.6% |
| 6M | +3.5% | +5.7% | -2.2% | -0.2% |
| YTD | +39.4% | -9.1% | +48.5% | +38.6% |
| 1Y | +39.8% | -0.8% | +40.6% | +34.2% |
| 3Y | +29.7% | +14.8% | +14.9% | +9.3% |
| All | +75.8% | -12.0% | +87.8% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling