+67.3%
XOP vs IP
+146.2%
-78.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -0.9% |
| 7D | -12.7% | -5.0% | -7.8% | -10.6% |
| 30D | -7.6% | +6.5% | -14.2% | -11.0% |
| 3M | +5.8% | -18.0% | +23.8% | +15.5% |
| 6M | -2.7% | +10.3% | -13.1% | -12.0% |
| YTD | +39.7% | -9.9% | +49.6% | +36.1% |
| 1Y | +42.4% | -1.1% | +43.5% | +31.4% |
| 3Y | +26.4% | +13.0% | +13.4% | +0.4% |
| 5Y | +78.9% | -12.3% | +91.2% | +60.8% |
| 10Y | +52.1% | +26.8% | +25.3% | +9.8% |
| All | +67.3% | +146.2% | -78.9% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling