+153.3%
XOP vs ITW
+36.9%
+116.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +2.6% | -0.7% | +3.4% | +3.0% |
| 30D | +9.6% | -8.3% | +17.9% | +14.3% |
| 3M | +20.4% | +6.0% | +14.3% | +15.5% |
| 6M | +19.9% | 0.0% | +19.9% | +17.8% |
| YTD | +56.4% | +10.2% | +46.2% | +44.2% |
| 1Y | +52.4% | +3.2% | +49.2% | +46.2% |
| 3Y | +39.9% | +21.0% | +18.9% | +20.3% |
| All | +153.3% | +36.9% | +116.4% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling