+167.0%
CVX vs IEF
-9.5%
+176.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.5% |
| 7D | +2.6% | -1.3% | +4.0% | +2.1% |
| 30D | +9.8% | -1.7% | +11.6% | +9.1% |
| 3M | +16.2% | -2.5% | +18.7% | +15.2% |
| 6M | +13.6% | -3.3% | +16.9% | +12.5% |
| YTD | +44.4% | -2.8% | +47.2% | +43.1% |
| 1Y | +40.6% | -2.7% | +43.3% | +39.4% |
| 3Y | +48.2% | +8.9% | +39.3% | +51.6% |
| All | +167.0% | -9.5% | +176.5% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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