+50.3%
XOP vs IRE
-97.8%
+148.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -13.5% | +15.2% | +1.6% |
| 7D | +5.2% | +11.1% | -5.9% | +5.3% |
| 30D | -8.4% | -75.2% | +66.8% | -9.3% |
| 3M | +2.9% | -86.4% | +89.3% | +1.4% |
| 6M | +8.8% | -94.8% | +103.7% | +7.0% |
| YTD | +46.9% | -93.3% | +140.2% | +43.2% |
| 1Y | +41.5% | -97.5% | +139.0% | +38.2% |
| All | +50.3% | -97.8% | +148.1% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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