+217.2%
CVX vs IRM
+430.1%
-212.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | +0.7% | -1.8% | +2.5% | +1.2% |
| 30D | +9.1% | -7.8% | +16.9% | +11.5% |
| 3M | +13.1% | -7.9% | +20.9% | +15.2% |
| 6M | +16.3% | +6.3% | +9.9% | +12.4% |
| YTD | +43.5% | +38.2% | +5.3% | +26.8% |
| 1Y | +40.2% | +19.8% | +20.3% | +29.0% |
| 3Y | +44.2% | +98.8% | -54.5% | +5.5% |
| 5Y | +170.6% | +191.8% | -21.1% | +64.7% |
| All | +217.2% | +430.1% | -212.8% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling