+82.5%
XOP vs IWF
+1,133.3%
-1,050.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.6% | +0.5% | +2.0% | +1.9% |
| 30D | +15.4% | -0.4% | +15.8% | +15.7% |
| 3M | +12.1% | -2.6% | +14.7% | +13.5% |
| 6M | +19.7% | +9.1% | +10.5% | +4.5% |
| YTD | +52.4% | +4.5% | +47.9% | +39.3% |
| 1Y | +47.6% | +10.1% | +37.5% | +26.1% |
| 3Y | +34.4% | +77.6% | -43.3% | -38.2% |
| 5Y | +154.4% | +73.7% | +80.7% | +13.4% |
| 10Y | +54.7% | +411.5% | -356.9% | -85.5% |
| All | +82.5% | +1,133.3% | -1,050.8% | -94.8% |
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