+43.2%
XOM vs IVV
+12.0%
+31.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.4% |
| 7D | -7.3% | -0.6% | -6.7% | -7.4% |
| 30D | -2.6% | -3.7% | +1.0% | -4.9% |
| 3M | +3.6% | -2.7% | +6.3% | +2.1% |
| 6M | +15.3% | +2.2% | +13.0% | +17.8% |
| YTD | +39.4% | +10.9% | +28.5% | +50.3% |
| 1Y | +43.2% | +11.3% | +31.8% | +54.7% |
| All | +43.2% | +12.0% | +31.2% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling