+82.5%
XOP vs IVZ
+280.7%
-198.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.4% |
| 7D | +2.6% | +0.6% | +1.9% | +2.1% |
| 30D | +15.4% | +4.0% | +11.4% | +13.0% |
| 3M | +12.1% | +18.2% | -6.1% | +1.8% |
| 6M | +19.7% | +32.8% | -13.1% | +0.8% |
| YTD | +52.4% | +28.7% | +23.6% | +29.2% |
| 1Y | +47.6% | +55.4% | -7.8% | +13.0% |
| 3Y | +34.4% | +135.2% | -100.8% | -20.8% |
| 5Y | +154.4% | +64.2% | +90.2% | +72.7% |
| 10Y | +54.7% | +64.6% | -9.9% | -2.9% |
| All | +82.5% | +280.7% | -198.2% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling