+126.8%
CVX vs IP
-12.5%
+139.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.3% |
| 7D | -8.0% | -5.0% | -3.0% | -7.4% |
| 30D | +2.6% | +6.5% | -4.0% | +1.6% |
| 3M | +15.2% | -18.0% | +33.3% | +18.2% |
| 6M | +12.5% | +10.3% | +2.2% | +9.0% |
| YTD | +43.6% | -9.9% | +53.5% | +43.5% |
| 1Y | +45.0% | -1.1% | +46.0% | +41.5% |
| 3Y | +63.5% | +13.0% | +50.5% | +49.3% |
| 5Y | +126.8% | -12.3% | +139.0% | +119.7% |
| All | +126.8% | -12.5% | +139.2% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling