+40.2%
CVX vs IVZ
+48.1%
-8.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +0.7% | -2.4% | +3.1% | +0.5% |
| 30D | +9.1% | +2.5% | +6.6% | +9.4% |
| 3M | +13.1% | +17.1% | -4.0% | +14.6% |
| 6M | +16.3% | +35.1% | -18.9% | +18.7% |
| YTD | +43.5% | +24.3% | +19.2% | +46.5% |
| 1Y | +40.2% | +48.7% | -8.5% | +44.2% |
| All | +40.2% | +48.1% | -8.0% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling