+172.2%
CVX vs IAG
+804.8%
-632.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.8% |
| 7D | +1.0% | +1.7% | -0.7% | +0.9% |
| 30D | +10.7% | +11.4% | -0.8% | +9.8% |
| 3M | +15.5% | +33.0% | -17.5% | +13.0% |
| 6M | +14.9% | -6.0% | +20.9% | +14.9% |
| YTD | +44.2% | +24.6% | +19.6% | +39.9% |
| 1Y | +43.5% | +105.0% | -61.5% | +32.2% |
| 3Y | +45.0% | +837.9% | -792.9% | +8.1% |
| 5Y | +172.2% | +817.0% | -644.8% | +92.0% |
| All | +172.2% | +804.8% | -632.7% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling