+821.2%
XOM vs IVV
+743.5%
+77.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -7.3% | -0.6% | -6.7% | -7.1% |
| 30D | -2.6% | -3.7% | +1.0% | 0.0% |
| 3M | +3.6% | -2.7% | +6.3% | +5.3% |
| 6M | +15.3% | +2.2% | +13.0% | +11.7% |
| YTD | +39.4% | +10.9% | +28.5% | +25.1% |
| 1Y | +43.2% | +11.3% | +31.8% | +27.9% |
| 3Y | +74.9% | +76.9% | -1.9% | +3.0% |
| 5Y | +201.3% | +73.5% | +127.8% | +76.0% |
| 10Y | +188.5% | +307.4% | -118.9% | -19.4% |
| All | +821.2% | +743.5% | +77.7% | +11.7% |
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