+2,394.4%
CVX vs IRM
+9,844.9%
-7,450.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.0% |
| 7D | +1.6% | +8.6% | -7.0% | -0.2% |
| 30D | -0.6% | 0.0% | -0.6% | -0.9% |
| 3M | +11.0% | -7.1% | +18.2% | +12.3% |
| 6M | +18.4% | -7.9% | +26.3% | +19.5% |
| YTD | +45.9% | +41.3% | +4.6% | +32.8% |
| 1Y | +46.7% | +20.7% | +25.9% | +38.1% |
| 3Y | +71.6% | +112.2% | -40.6% | +38.9% |
| 5Y | +131.4% | +191.2% | -59.8% | +71.8% |
| 10Y | +209.3% | +524.3% | -315.0% | +90.5% |
| All | +2,394.4% | +9,844.9% | -7,450.5% | +1,147.0% |
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