+1,307.2%
CVX vs IAG
+377.5%
+929.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | +3.3% | -0.5% | +3.9% | +3.3% |
| 30D | +12.9% | +28.9% | -16.0% | +9.7% |
| 3M | +11.7% | +19.1% | -7.4% | +9.0% |
| 6M | +14.1% | -10.3% | +24.4% | +13.9% |
| YTD | +40.7% | +24.2% | +16.5% | +34.6% |
| 1Y | +37.5% | +116.5% | -79.0% | +23.0% |
| 3Y | +43.9% | +742.8% | -698.9% | +6.3% |
| 5Y | +161.5% | +753.3% | -591.9% | +85.3% |
| 10Y | +215.1% | +403.2% | -188.1% | +116.9% |
| All | +1,307.2% | +377.5% | +929.8% | +671.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling