+92.7%
XOP vs IVZ
+36.0%
+56.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.2% |
| 7D | +6.3% | +7.6% | -1.3% | +3.8% |
| 30D | -6.6% | +4.3% | -10.9% | -8.3% |
| 3M | +3.6% | -9.3% | +12.9% | +6.2% |
| 6M | +10.8% | +5.2% | +5.5% | +6.9% |
| YTD | +48.3% | +13.4% | +34.8% | +37.2% |
| 1Y | +42.9% | +25.4% | +17.6% | +26.7% |
| 3Y | +43.3% | +152.5% | -109.2% | -9.5% |
| All | +92.7% | +36.0% | +56.7% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling