Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • XOP vs IRM✓SelectedUSD · IRMXOP vs IRM performance historyLatest closeAs of+0.57%09/09
Stock and ETF performance explorer

XOP vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+160.6%
IRM return
+190.5%
Excess return
-29.8%
Maximum drawdown
-35.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
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