+50.2%
XOP vs IWD
+195.2%
-145.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.9% |
| 7D | +0.6% | -0.2% | +0.8% | +0.8% |
| 30D | +16.5% | -0.8% | +17.3% | +17.7% |
| 3M | +15.7% | +8.0% | +7.7% | +2.4% |
| 6M | +19.2% | +18.2% | +1.0% | -9.0% |
| YTD | +55.0% | +22.3% | +32.6% | +12.1% |
| 1Y | +54.2% | +28.9% | +25.3% | +2.9% |
| 3Y | +35.9% | +71.5% | -35.7% | -41.5% |
| 5Y | +162.4% | +73.6% | +88.8% | +12.2% |
| 10Y | +50.2% | +194.7% | -144.5% | -68.1% |
| All | +50.2% | +195.2% | -145.0% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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