+246.6%
CVX vs IEFA
+211.8%
+34.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.8% |
| 7D | +1.0% | -0.5% | +1.4% | +1.3% |
| 30D | +10.7% | -1.1% | +11.8% | +11.6% |
| 3M | +15.5% | +5.1% | +10.4% | +9.7% |
| 6M | +14.9% | +9.3% | +5.6% | +3.6% |
| YTD | +44.2% | +13.0% | +31.3% | +25.5% |
| 1Y | +43.5% | +19.2% | +24.3% | +18.4% |
| 3Y | +45.0% | +67.0% | -22.0% | -15.8% |
| 5Y | +172.2% | +51.1% | +121.0% | +72.3% |
| 10Y | +221.9% | +146.5% | +75.4% | +24.5% |
| All | +246.6% | +211.8% | +34.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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