+51.7%
XOP vs IVZ
+43.7%
+8.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | -0.2% |
| 7D | +6.3% | +7.6% | -1.3% | +2.5% |
| 30D | -6.6% | +4.3% | -10.9% | -9.2% |
| 3M | +3.6% | -9.3% | +12.9% | +7.3% |
| 6M | +10.8% | +5.2% | +5.5% | +4.9% |
| YTD | +48.3% | +13.4% | +34.8% | +32.1% |
| 1Y | +42.9% | +25.4% | +17.6% | +20.4% |
| 3Y | +43.3% | +152.5% | -109.2% | -22.1% |
| 5Y | +94.0% | +36.7% | +57.3% | +42.5% |
| All | +51.7% | +43.7% | +8.0% | -4.6% |
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