+192.9%
XOM vs IGV
+365.3%
-172.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | +4.1% | -2.9% | +7.0% | +4.8% |
| 30D | +4.6% | -1.5% | +6.1% | +4.7% |
| 3M | +14.0% | +11.7% | +2.3% | +10.2% |
| 6M | +11.0% | +18.4% | -7.5% | +5.0% |
| YTD | +40.7% | -3.9% | +44.6% | +40.6% |
| 1Y | +52.3% | -9.7% | +62.0% | +54.6% |
| 3Y | +60.5% | +38.4% | +22.0% | +39.4% |
| 5Y | +266.4% | +21.6% | +244.8% | +226.4% |
| All | +192.9% | +365.3% | -172.4% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 10y: compounded portfolio wealth divided by compounded IGV 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…
10y analysis · Full analysis span regression · 6 months rolling