+86.6%
XOP vs ITW
+796.6%
-710.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +2.0% |
| 7D | +1.0% | -1.9% | +2.9% | +2.5% |
| 30D | +10.8% | -10.4% | +21.2% | +21.1% |
| 3M | +19.5% | +3.5% | +15.9% | +14.2% |
| 6M | +21.6% | -3.4% | +25.0% | +21.3% |
| YTD | +55.8% | +8.5% | +47.3% | +40.2% |
| 1Y | +54.6% | +3.2% | +51.4% | +44.5% |
| 3Y | +36.6% | +18.9% | +17.7% | +11.4% |
| 5Y | +160.6% | +35.0% | +125.6% | +83.9% |
| 10Y | +56.2% | +188.6% | -132.4% | -45.1% |
| All | +86.6% | +796.6% | -710.0% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling