+162.6%
CVX vs IP
-17.2%
+179.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.6% |
| 7D | +3.3% | -5.3% | +8.6% | +4.1% |
| 30D | +12.9% | -10.9% | +23.7% | +14.7% |
| 3M | +11.7% | +11.2% | +0.5% | +8.8% |
| 6M | +14.1% | -10.2% | +24.4% | +15.8% |
| YTD | +40.7% | -2.0% | +42.7% | +39.2% |
| 1Y | +37.5% | -19.1% | +56.6% | +41.9% |
| 3Y | +43.9% | +20.9% | +23.1% | +30.6% |
| All | +162.6% | -17.2% | +179.8% | +165.0% |
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