+10.8%
XOP vs IRM
-8.5%
+19.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | +6.3% | +6.8% | -0.4% | +6.7% |
| 30D | -6.6% | +2.6% | -9.2% | -5.9% |
| 3M | +3.6% | -9.5% | +13.0% | +2.4% |
| 6M | +10.8% | -8.5% | +19.2% | +10.8% |
| All | +10.8% | -8.5% | +19.2% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling