+52.3%
XOM vs IVZ
+49.7%
+2.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.6% |
| 7D | +4.1% | -2.4% | +6.5% | +3.7% |
| 30D | +4.6% | +3.0% | +1.5% | +5.1% |
| 3M | +14.0% | +14.9% | -0.9% | +16.4% |
| 6M | +11.0% | +36.7% | -25.8% | +15.5% |
| YTD | +40.7% | +25.7% | +15.0% | +45.7% |
| 1Y | +52.3% | +47.7% | +4.6% | +58.0% |
| All | +52.3% | +49.7% | +2.6% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling