+1,210.0%
CVX vs IGV
+936.2%
+273.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +3.4% | +2.3% | +1.1% | +2.4% |
| 30D | -1.0% | -6.0% | +5.0% | +1.3% |
| 3M | +12.2% | -4.8% | +17.0% | +13.4% |
| 6M | +20.3% | +14.2% | +6.1% | +11.2% |
| YTD | +48.3% | -4.2% | +52.5% | +46.1% |
| 1Y | +46.9% | -5.3% | +52.2% | +45.3% |
| 3Y | +73.1% | +38.8% | +34.3% | +39.4% |
| 5Y | +135.2% | +14.2% | +121.0% | +99.3% |
| 10Y | +214.4% | +357.6% | -143.2% | +26.4% |
| All | +1,210.0% | +936.2% | +273.8% | +202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling