+2,435.2%
CVX vs IRM
+9,772.9%
-7,337.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | +3.4% | +6.8% | -3.4% | +1.9% |
| 30D | -1.0% | +2.6% | -3.6% | -1.8% |
| 3M | +12.2% | -9.5% | +21.7% | +14.1% |
| 6M | +20.3% | -8.5% | +28.8% | +21.6% |
| YTD | +48.3% | +40.3% | +8.0% | +35.2% |
| 1Y | +46.9% | +28.7% | +18.2% | +36.4% |
| 3Y | +73.1% | +111.8% | -38.7% | +40.2% |
| 5Y | +135.2% | +189.1% | -53.9% | +74.9% |
| 10Y | +214.4% | +519.8% | -305.4% | +94.0% |
| All | +2,435.2% | +9,772.9% | -7,337.6% | +1,169.4% |
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