+54.4%
XOM vs IVV
+80.9%
-26.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | +5.9% | +0.1% | +5.8% | +5.8% |
| 3M | +5.6% | +2.0% | +3.6% | +5.1% |
| 6M | +7.9% | +13.0% | -5.2% | +4.1% |
| YTD | +35.2% | +13.6% | +21.6% | +30.1% |
| 1Y | +46.0% | +20.1% | +25.9% | +37.1% |
| All | +54.4% | +80.9% | -26.4% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling