+1,142.8%
CVX vs IGV
+970.9%
+171.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.3% |
| 7D | +3.3% | -4.5% | +7.8% | +5.3% |
| 30D | +12.9% | +3.2% | +9.7% | +10.8% |
| 3M | +11.7% | +4.5% | +7.2% | +8.5% |
| 6M | +14.1% | +22.1% | -8.0% | +2.4% |
| YTD | +40.7% | -1.0% | +41.7% | +37.6% |
| 1Y | +37.5% | -2.1% | +39.6% | +34.6% |
| 3Y | +43.9% | +44.6% | -0.6% | +14.2% |
| 5Y | +161.5% | +22.2% | +139.3% | +115.7% |
| 10Y | +215.1% | +364.7% | -149.6% | +26.8% |
| All | +1,142.8% | +970.9% | +171.9% | +185.1% |
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