+55.0%
XOP vs ITW
+194.8%
-139.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.7% |
| 7D | +2.6% | -0.7% | +3.4% | +3.1% |
| 30D | +9.6% | -8.3% | +17.9% | +16.4% |
| 3M | +20.4% | +6.0% | +14.3% | +13.8% |
| 6M | +19.9% | 0.0% | +19.9% | +16.8% |
| YTD | +56.4% | +10.2% | +46.2% | +40.7% |
| 1Y | +52.4% | +3.2% | +49.2% | +43.8% |
| 3Y | +39.9% | +21.0% | +18.9% | +15.0% |
| 5Y | +163.7% | +37.9% | +125.8% | +89.1% |
| All | +55.0% | +194.8% | -139.8% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling