+45.3%
XOP vs ITW
+24.0%
+21.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.4% | -8.8% | -5.9% |
| 7D | -10.5% | +6.3% | -16.8% | -9.4% |
| 30D | -4.3% | +11.1% | -15.4% | -2.5% |
| 3M | +4.7% | +0.1% | +4.6% | +4.9% |
| 6M | -0.1% | +18.1% | -18.1% | +1.7% |
| YTD | +43.8% | +21.4% | +22.4% | +41.2% |
| 1Y | +45.3% | +22.9% | +22.4% | +44.0% |
| All | +45.3% | +24.0% | +21.2% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling