+172.2%
CVX vs IGV
+21.2%
+151.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +1.0% | -1.5% | +2.5% | +1.2% |
| 30D | +10.7% | -3.0% | +13.7% | +11.0% |
| 3M | +15.5% | +9.6% | +5.9% | +13.6% |
| 6M | +14.9% | +16.1% | -1.2% | +11.5% |
| YTD | +44.2% | -3.6% | +47.8% | +44.7% |
| 1Y | +43.5% | -7.8% | +51.4% | +45.1% |
| 3Y | +45.0% | +40.0% | +5.0% | +33.0% |
| 5Y | +172.2% | +21.2% | +150.9% | +143.9% |
| All | +172.2% | +21.2% | +151.0% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling