+793.2%
XOM vs IVV
+764.0%
+29.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | +1.8% | +0.1% | +1.6% | +1.6% |
| 30D | +5.9% | +0.1% | +5.8% | +5.7% |
| 3M | +5.6% | +2.0% | +3.6% | +3.2% |
| 6M | +7.9% | +13.0% | -5.2% | -4.1% |
| YTD | +35.2% | +13.6% | +21.6% | +19.6% |
| 1Y | +46.0% | +20.1% | +25.9% | +22.9% |
| 3Y | +55.0% | +77.6% | -22.6% | -8.7% |
| 5Y | +246.3% | +82.5% | +163.8% | +94.7% |
| 10Y | +181.0% | +316.5% | -135.5% | -22.5% |
| All | +793.2% | +764.0% | +29.2% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling