+82.5%
XOP vs IRM
+1,209.0%
-1,126.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.6% |
| 7D | +2.6% | -0.5% | +3.0% | +2.7% |
| 30D | +15.4% | -8.1% | +23.5% | +19.7% |
| 3M | +12.1% | -9.7% | +21.7% | +16.4% |
| 6M | +19.7% | +10.0% | +9.7% | +11.6% |
| YTD | +52.4% | +43.0% | +9.4% | +24.0% |
| 1Y | +47.6% | +32.7% | +14.9% | +23.4% |
| 3Y | +34.4% | +102.7% | -68.4% | -13.4% |
| 5Y | +154.4% | +187.6% | -33.2% | +33.3% |
| 10Y | +54.7% | +420.1% | -365.4% | -43.3% |
| All | +82.5% | +1,209.0% | -1,126.5% | -63.2% |
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