+73.1%
CVX vs IAG
+663.0%
-589.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.6% |
| 7D | +3.4% | -7.7% | +11.1% | +3.3% |
| 30D | -1.0% | +1.6% | -2.6% | -0.9% |
| 3M | +12.2% | -2.4% | +14.6% | +12.2% |
| 6M | +20.3% | -7.8% | +28.2% | +20.6% |
| YTD | +48.3% | +5.0% | +43.3% | +47.5% |
| 1Y | +46.9% | +25.7% | +21.2% | +44.9% |
| 3Y | +73.1% | +694.5% | -621.4% | +51.0% |
| All | +73.1% | +663.0% | -589.9% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling