+39.7%
XOP vs ITW
+18.9%
+20.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | +1.6% | -2.4% | +4.0% | +2.6% |
| 30D | +9.6% | -9.5% | +19.1% | +13.9% |
| 3M | +16.9% | +6.6% | +10.3% | +12.1% |
| 6M | +24.0% | -1.8% | +25.8% | +23.3% |
| YTD | +56.2% | +9.0% | +47.2% | +44.5% |
| 1Y | +51.8% | +3.6% | +48.2% | +45.1% |
| All | +39.7% | +18.9% | +20.8% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling