+51.8%
XOP vs IRM
+20.9%
+30.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | +1.6% | -1.8% | +3.4% | +1.7% |
| 30D | +9.6% | -7.8% | +17.3% | +9.8% |
| 3M | +16.9% | -7.9% | +24.8% | +17.1% |
| 6M | +24.0% | +6.3% | +17.7% | +22.7% |
| YTD | +56.2% | +38.2% | +18.0% | +45.8% |
| 1Y | +51.8% | +19.8% | +32.0% | +48.6% |
| All | +51.8% | +20.9% | +30.9% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling