+35.9%
XOP vs IRM
+101.2%
-65.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.8% |
| 7D | +0.6% | +1.6% | -1.0% | +0.3% |
| 30D | +16.5% | -4.2% | +20.7% | +17.4% |
| 3M | +15.7% | -5.4% | +21.1% | +16.5% |
| 6M | +19.2% | +12.0% | +7.2% | +14.4% |
| YTD | +55.0% | +42.0% | +12.9% | +38.1% |
| 1Y | +54.2% | +29.9% | +24.3% | +40.5% |
| 3Y | +35.9% | +104.4% | -68.5% | +1.1% |
| All | +35.9% | +101.2% | -65.4% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling