+2,315.4%
XOM vs IVZ
+1,090.9%
+1,224.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.3% |
| 7D | -2.4% | +1.1% | -3.5% | -2.7% |
| 30D | +5.7% | +3.1% | +2.6% | +4.8% |
| 3M | +6.6% | +18.2% | -11.6% | +1.7% |
| 6M | +7.7% | +38.6% | -31.0% | -1.9% |
| YTD | +36.2% | +25.9% | +10.3% | +26.5% |
| 1Y | +50.5% | +51.7% | -1.2% | +33.1% |
| 3Y | +53.4% | +138.7% | -85.3% | +17.6% |
| 5Y | +254.2% | +62.8% | +191.4% | +191.2% |
| 10Y | +177.9% | +60.9% | +117.0% | +114.8% |
| All | +2,315.4% | +1,090.9% | +1,224.5% | +1,094.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling