+217.2%
CVX vs IGV
+363.9%
-146.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +0.7% | -5.4% | +6.1% | +2.4% |
| 30D | +9.1% | -2.6% | +11.7% | +9.7% |
| 3M | +13.1% | +10.5% | +2.6% | +8.6% |
| 6M | +16.3% | +18.2% | -1.9% | +8.2% |
| YTD | +43.5% | -4.2% | +47.7% | +43.3% |
| 1Y | +40.2% | -9.8% | +50.0% | +42.7% |
| 3Y | +44.2% | +39.1% | +5.1% | +21.0% |
| 5Y | +170.6% | +21.2% | +149.4% | +135.8% |
| All | +217.2% | +363.9% | -146.6% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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