+747.0%
XOM vs ITOT
+879.4%
-132.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +1.2% |
| 7D | +1.9% | -2.0% | +3.9% | +3.7% |
| 30D | +4.1% | -2.0% | +6.0% | +5.7% |
| 3M | +10.4% | +4.5% | +5.9% | +5.5% |
| 6M | +13.0% | +12.6% | +0.4% | +0.2% |
| YTD | +40.1% | +12.0% | +28.1% | +24.6% |
| 1Y | +51.1% | +17.3% | +33.9% | +28.6% |
| 3Y | +57.7% | +75.2% | -17.5% | -9.1% |
| 5Y | +264.7% | +74.0% | +190.7% | +105.7% |
| 10Y | +193.1% | +298.6% | -105.5% | -24.5% |
| All | +747.0% | +879.4% | -132.4% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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