+122.4%
CVX vs IOT
+54.4%
+68.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.5% |
| 7D | +0.7% | -0.8% | +1.5% | +0.7% |
| 30D | +9.1% | -4.7% | +13.8% | +9.3% |
| 3M | +13.1% | +17.8% | -4.7% | +12.0% |
| 6M | +16.3% | +16.8% | -0.6% | +15.0% |
| YTD | +43.5% | +8.4% | +35.1% | +42.1% |
| 1Y | +40.2% | -0.8% | +41.0% | +39.2% |
| 3Y | +44.2% | +25.7% | +18.5% | +39.4% |
| All | +122.4% | +54.4% | +68.0% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling