+77.6%
XOP vs IRM
+1,184.1%
-1,106.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | +6.3% | +6.8% | -0.4% | +3.1% |
| 30D | -6.6% | +2.6% | -9.2% | -8.2% |
| 3M | +3.6% | -9.5% | +13.0% | +7.3% |
| 6M | +10.8% | -8.5% | +19.2% | +13.1% |
| YTD | +48.3% | +40.3% | +8.0% | +20.7% |
| 1Y | +42.9% | +28.7% | +14.3% | +21.1% |
| 3Y | +43.3% | +111.8% | -68.5% | -10.3% |
| 5Y | +94.0% | +189.1% | -95.1% | +0.7% |
| 10Y | +53.7% | +519.8% | -466.1% | -48.7% |
| All | +77.6% | +1,184.1% | -1,106.5% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling