+214.5%
CVX vs IWD
+203.0%
+11.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | +3.4% | +2.3% | +1.1% | +0.8% |
| 30D | -1.0% | +3.6% | -4.6% | -5.1% |
| 3M | +12.2% | +2.2% | +10.0% | +9.0% |
| 6M | +20.3% | +13.0% | +7.4% | +3.7% |
| YTD | +48.3% | +26.5% | +21.8% | +11.2% |
| 1Y | +46.9% | +30.1% | +16.8% | +6.4% |
| 3Y | +73.1% | +84.9% | -11.8% | -18.5% |
| 5Y | +135.2% | +73.4% | +61.9% | +18.1% |
| All | +214.5% | +203.0% | +11.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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