+219.2%
CVX vs IJH
+184.0%
+35.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | 0.0% |
| 7D | +2.6% | -1.9% | +4.5% | +4.2% |
| 30D | +9.8% | -4.6% | +14.5% | +14.0% |
| 3M | +16.2% | -1.2% | +17.4% | +16.6% |
| 6M | +13.6% | +9.4% | +4.2% | +3.5% |
| YTD | +44.4% | +13.3% | +31.0% | +27.1% |
| 1Y | +40.6% | +13.4% | +27.2% | +23.3% |
| 3Y | +48.2% | +50.4% | -2.3% | -1.7% |
| 5Y | +172.3% | +49.0% | +123.3% | +75.7% |
| All | +219.2% | +184.0% | +35.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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