+130.0%
CVX vs IEF
-8.1%
+138.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +3.4% | -2.0% | +5.4% | +2.6% |
| 30D | -1.0% | +0.7% | -1.7% | -0.7% |
| 3M | +12.2% | -2.5% | +14.7% | +11.2% |
| 6M | +20.3% | -2.6% | +22.9% | +19.3% |
| YTD | +48.3% | -3.2% | +51.5% | +46.8% |
| 1Y | +46.9% | -3.0% | +49.9% | +45.5% |
| 3Y | +73.1% | +10.5% | +62.6% | +77.5% |
| All | +130.0% | -8.1% | +138.1% | +112.7% |
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