+67.0%
XOP vs IWD
+469.5%
-402.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | -14.7% | -0.5% | -14.3% | -14.5% |
| 30D | -7.7% | +2.7% | -10.3% | -11.5% |
| 3M | +4.4% | +0.9% | +3.6% | +2.4% |
| 6M | +3.5% | +10.5% | -7.0% | -11.4% |
| YTD | +39.4% | +23.7% | +15.7% | +0.6% |
| 1Y | +39.8% | +28.7% | +11.1% | -4.7% |
| 3Y | +29.7% | +79.7% | -50.1% | -44.5% |
| 5Y | +78.6% | +69.7% | +8.9% | -16.1% |
| 10Y | +51.8% | +211.4% | -159.6% | -65.1% |
| All | +67.0% | +469.5% | -402.5% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling