+191.3%
XOM vs IVV
+314.9%
-123.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | +3.4% | -1.4% | +4.8% | +4.4% |
| 3M | +11.0% | +3.7% | +7.3% | +7.3% |
| 6M | +10.6% | +13.0% | -2.4% | -0.7% |
| YTD | +39.2% | +12.4% | +26.8% | +25.2% |
| 1Y | +52.7% | +18.6% | +34.1% | +31.2% |
| 3Y | +56.8% | +78.1% | -21.3% | -6.8% |
| 5Y | +261.8% | +82.3% | +179.5% | +105.9% |
| 10Y | +191.3% | +322.1% | -130.8% | -24.2% |
| All | +191.3% | +314.9% | -123.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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