+214.5%
CVX vs IVZ
+43.7%
+170.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +0.9% |
| 7D | +3.4% | +7.6% | -4.2% | +0.9% |
| 30D | -1.0% | +4.3% | -5.3% | -2.8% |
| 3M | +12.2% | -9.3% | +21.5% | +15.0% |
| 6M | +20.3% | +5.2% | +15.1% | +16.1% |
| YTD | +48.3% | +13.4% | +34.9% | +37.5% |
| 1Y | +46.9% | +25.4% | +21.5% | +31.0% |
| 3Y | +73.1% | +152.5% | -79.4% | +13.3% |
| 5Y | +135.2% | +36.7% | +98.5% | +88.2% |
| All | +214.5% | +43.7% | +170.9% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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