+155.1%
XOP vs IWD
+73.6%
+81.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | 0.0% |
| 7D | +2.6% | -0.3% | +2.8% | +2.9% |
| 30D | +15.4% | +0.6% | +14.9% | +14.5% |
| 3M | +12.1% | +7.2% | +4.8% | +2.3% |
| 6M | +19.7% | +16.2% | +3.5% | -2.4% |
| YTD | +52.4% | +23.3% | +29.1% | +14.7% |
| 1Y | +47.6% | +29.6% | +18.0% | +3.8% |
| 3Y | +34.4% | +70.5% | -36.1% | -34.6% |
| All | +155.1% | +73.6% | +81.5% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling