+203.4%
CVX vs IP
+26.3%
+177.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -9.7% | -5.1% | -4.7% | -8.2% |
| 30D | +3.6% | +8.5% | -4.9% | +0.5% |
| 3M | +13.3% | -13.8% | +27.2% | +18.4% |
| 6M | +16.9% | +5.7% | +11.1% | +11.2% |
| YTD | +43.4% | -9.1% | +52.5% | +41.3% |
| 1Y | +44.5% | -0.8% | +45.3% | +36.8% |
| 3Y | +64.0% | +14.8% | +49.2% | +34.2% |
| 5Y | +126.4% | -11.5% | +137.9% | +105.6% |
| All | +203.4% | +26.3% | +177.1% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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