+39.4%
XOP vs IWF
+77.2%
-37.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | +1.0% | +0.5% | +0.4% | +0.7% |
| 30D | +10.8% | -1.4% | +12.2% | +11.4% |
| 3M | +19.5% | +0.4% | +19.0% | +18.7% |
| 6M | +21.6% | +8.5% | +13.1% | +16.1% |
| YTD | +55.8% | +3.7% | +52.2% | +52.3% |
| 1Y | +54.6% | +8.5% | +46.2% | +46.7% |
| All | +39.4% | +77.2% | -37.8% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 3y: compounded portfolio wealth divided by compounded IWF 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…
3y analysis · Full analysis span regression · 6 months rolling