+219.2%
CVX vs IFF
-20.3%
+239.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +2.6% | -3.2% | +5.8% | +3.5% |
| 30D | +9.8% | -0.3% | +10.1% | +9.8% |
| 3M | +16.2% | +8.4% | +7.8% | +12.8% |
| 6M | +13.6% | +23.0% | -9.4% | +4.5% |
| YTD | +44.4% | +25.5% | +18.9% | +31.1% |
| 1Y | +40.6% | +29.1% | +11.5% | +26.0% |
| 3Y | +48.2% | +31.7% | +16.5% | +27.5% |
| 5Y | +172.3% | -35.2% | +207.5% | +196.0% |
| All | +219.2% | -20.3% | +239.4% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling