+42.6%
XOP vs IRE
-97.2%
+139.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +39.6% | -39.8% | +0.1% |
| 7D | -14.7% | -27.2% | +12.5% | -14.8% |
| 30D | -7.7% | -75.1% | +67.4% | -8.8% |
| 3M | +4.4% | -77.9% | +82.3% | +3.3% |
| 6M | +3.5% | -94.6% | +98.1% | +1.8% |
| YTD | +39.4% | -91.5% | +131.0% | +36.1% |
| 1Y | +39.8% | -97.8% | +137.6% | +36.2% |
| All | +42.6% | -97.2% | +139.8% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling