+37.5%
CVX vs IRM
+34.4%
+3.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.2% |
| 7D | +3.3% | -0.5% | +3.8% | +3.3% |
| 30D | +12.9% | -8.1% | +21.0% | +12.7% |
| 3M | +11.7% | -9.7% | +21.4% | +11.8% |
| 6M | +14.1% | +10.0% | +4.2% | +13.9% |
| YTD | +40.7% | +43.0% | -2.3% | +37.7% |
| 1Y | +37.5% | +32.7% | +4.8% | +36.3% |
| All | +37.5% | +34.4% | +3.1% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling