+77.6%
XOP vs IWF
+1,049.2%
-971.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +2.1% |
| 7D | +6.3% | +2.8% | +3.5% | +3.0% |
| 30D | -6.6% | -7.5% | +1.0% | +0.9% |
| 3M | +3.6% | -8.5% | +12.0% | +12.5% |
| 6M | +10.8% | -7.4% | +18.2% | +16.8% |
| YTD | +48.3% | -2.6% | +50.9% | +44.6% |
| 1Y | +42.9% | -1.8% | +44.8% | +37.7% |
| 3Y | +43.3% | +65.5% | -22.2% | -29.1% |
| 5Y | +94.0% | +55.8% | +38.1% | -2.6% |
| 10Y | +53.7% | +384.9% | -331.1% | -85.0% |
| All | +77.6% | +1,049.2% | -971.6% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling