+1,147.6%
CVX vs IJR
+1,130.2%
+17.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.7% |
| 7D | +1.0% | -1.1% | +2.1% | +1.7% |
| 30D | +10.7% | -3.6% | +14.3% | +13.4% |
| 3M | +15.5% | +2.3% | +13.2% | +13.0% |
| 6M | +14.9% | +14.3% | +0.5% | +3.2% |
| YTD | +44.2% | +19.3% | +24.9% | +25.4% |
| 1Y | +43.5% | +22.6% | +20.9% | +21.8% |
| 3Y | +45.0% | +53.5% | -8.6% | +2.1% |
| 5Y | +172.2% | +39.9% | +132.2% | +100.6% |
| 10Y | +221.9% | +172.1% | +49.8% | +48.8% |
| All | +1,147.6% | +1,130.2% | +17.4% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling