+78.7%
XOM vs IVV
+79.2%
-0.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +2.7% | +3.3% | -0.6% | +2.2% |
| 30D | -2.5% | -2.7% | +0.2% | -2.1% |
| 3M | +7.0% | -1.7% | +8.7% | +7.2% |
| 6M | +14.2% | +3.2% | +11.1% | +13.0% |
| YTD | +43.9% | +12.0% | +31.9% | +38.7% |
| 1Y | +47.9% | +12.1% | +35.8% | +42.4% |
| All | +78.7% | +79.2% | -0.5% | +41.6% |
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