+119.3%
CVX vs IOT
+61.2%
+58.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.6% | +2.8% | -3.4% | -0.7% |
| 30D | +13.4% | -1.8% | +15.2% | +13.5% |
| 3M | +11.8% | +17.9% | -6.0% | +10.8% |
| 6M | +12.4% | +13.5% | -1.1% | +11.4% |
| YTD | +41.5% | +13.3% | +28.2% | +39.9% |
| 1Y | +41.6% | -3.3% | +44.9% | +40.9% |
| 3Y | +42.2% | +31.3% | +10.9% | +37.2% |
| All | +119.3% | +61.2% | +58.1% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling