+217.2%
CVX vs IVZ
+64.1%
+153.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.7% | -2.4% | +3.1% | +1.5% |
| 30D | +9.1% | +2.5% | +6.6% | +8.1% |
| 3M | +13.1% | +17.1% | -4.0% | +6.3% |
| 6M | +16.3% | +35.1% | -18.9% | +2.9% |
| YTD | +43.5% | +24.3% | +19.2% | +30.0% |
| 1Y | +40.2% | +48.7% | -8.5% | +18.3% |
| 3Y | +44.2% | +135.6% | -91.4% | -2.0% |
| 5Y | +170.6% | +60.3% | +110.3% | +104.4% |
| All | +217.2% | +64.1% | +153.2% | +101.4% |
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