+2,305.1%
CVX vs IRM
+9,964.6%
-7,659.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | +12.9% | -8.1% | +21.0% | +14.8% |
| 3M | +11.7% | -9.7% | +21.4% | +13.8% |
| 6M | +14.1% | +10.0% | +4.2% | +10.7% |
| YTD | +40.7% | +43.0% | -2.3% | +28.2% |
| 1Y | +37.5% | +32.7% | +4.8% | +27.0% |
| 3Y | +43.9% | +102.7% | -58.8% | +18.1% |
| 5Y | +161.5% | +187.6% | -26.1% | +95.2% |
| 10Y | +215.1% | +420.1% | -205.0% | +101.4% |
| All | +2,305.1% | +9,964.6% | -7,659.5% | +1,103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling