+48.2%
CVX vs IJR
+52.1%
-3.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +2.6% | -2.2% | +4.8% | +3.3% |
| 30D | +9.8% | -4.6% | +14.4% | +11.5% |
| 3M | +16.2% | +0.2% | +16.0% | +15.7% |
| 6M | +13.6% | +14.7% | -1.1% | +6.7% |
| YTD | +44.4% | +18.9% | +25.5% | +33.1% |
| 1Y | +40.6% | +19.9% | +20.7% | +28.8% |
| 3Y | +48.2% | +53.0% | -4.8% | +18.5% |
| All | +48.2% | +52.1% | -3.9% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling