+160.6%
XOP vs IVZ
+61.5%
+99.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.8% |
| 7D | +1.0% | +1.2% | -0.2% | +0.5% |
| 30D | +10.8% | +1.8% | +9.1% | +10.0% |
| 3M | +19.5% | +15.7% | +3.7% | +12.5% |
| 6M | +21.6% | +36.3% | -14.7% | +6.6% |
| YTD | +55.8% | +24.9% | +30.9% | +40.2% |
| 1Y | +54.6% | +48.9% | +5.7% | +28.8% |
| 3Y | +36.6% | +136.8% | -100.2% | -10.4% |
| 5Y | +160.6% | +60.0% | +100.7% | +100.6% |
| All | +160.6% | +61.5% | +99.2% | +100.6% |
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 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