+254.2%
XOM vs IVV
+82.2%
+172.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.0% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | +5.7% | -1.0% | +6.6% | +6.0% |
| 3M | +6.6% | +3.9% | +2.7% | +4.6% |
| 6M | +7.7% | +14.5% | -6.8% | +0.7% |
| YTD | +36.2% | +12.9% | +23.3% | +28.1% |
| 1Y | +50.5% | +19.4% | +31.1% | +37.3% |
| 3Y | +53.4% | +78.8% | -25.4% | +11.2% |
| 5Y | +254.2% | +82.2% | +172.0% | +148.0% |
| All | +254.2% | +82.2% | +172.0% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling