+54.8%
XOP vs IVZ
+64.1%
-9.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +1.6% | -2.4% | +4.0% | +2.8% |
| 30D | +9.6% | +2.5% | +7.1% | +8.0% |
| 3M | +16.9% | +17.1% | -0.1% | +6.6% |
| 6M | +24.0% | +35.1% | -11.1% | +3.3% |
| YTD | +56.2% | +24.3% | +31.9% | +34.4% |
| 1Y | +51.8% | +48.7% | +3.1% | +18.0% |
| 3Y | +37.0% | +135.6% | -98.7% | -21.8% |
| 5Y | +163.4% | +60.3% | +103.1% | +78.3% |
| All | +54.8% | +64.1% | -9.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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