+52.3%
XOM vs IGV
-10.1%
+62.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.5% |
| 7D | +4.1% | -2.9% | +7.0% | +3.7% |
| 30D | +4.6% | -1.5% | +6.1% | +4.5% |
| 3M | +14.0% | +11.7% | +2.3% | +15.8% |
| 6M | +11.0% | +18.4% | -7.5% | +14.3% |
| YTD | +40.7% | -3.9% | +44.6% | +38.7% |
| 1Y | +52.3% | -9.7% | +62.0% | +51.8% |
| All | +52.3% | -10.1% | +62.4% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling