+172.2%
CVX vs IBN
+54.0%
+118.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | +1.0% | -5.1% | +6.1% | +1.5% |
| 30D | +10.7% | -3.5% | +14.2% | +11.1% |
| 3M | +15.5% | +11.3% | +4.2% | +13.8% |
| 6M | +14.9% | +4.4% | +10.5% | +14.1% |
| YTD | +44.2% | -1.8% | +46.0% | +44.5% |
| 1Y | +43.5% | -8.0% | +51.5% | +45.4% |
| 3Y | +45.0% | +27.1% | +17.9% | +36.4% |
| 5Y | +172.2% | +54.5% | +117.7% | +146.4% |
| All | +172.2% | +54.0% | +118.1% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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