+160.6%
XOP vs IRM
+190.5%
-29.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +1.0% | +3.0% | -2.1% | 0.0% |
| 30D | +10.8% | -5.2% | +16.1% | +12.5% |
| 3M | +19.5% | -8.0% | +27.5% | +21.9% |
| 6M | +21.6% | +9.2% | +12.4% | +15.8% |
| YTD | +55.8% | +41.0% | +14.8% | +33.9% |
| 1Y | +54.6% | +23.3% | +31.4% | +39.2% |
| 3Y | +36.6% | +102.8% | -66.2% | -7.1% |
| 5Y | +160.6% | +192.8% | -32.1% | +55.8% |
| All | +160.6% | +190.5% | -29.8% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling