+207.2%
CVX vs IWD
+195.2%
+12.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.5% |
| 7D | -0.6% | -0.2% | -0.4% | -0.4% |
| 30D | +13.4% | -0.8% | +14.2% | +14.4% |
| 3M | +11.8% | +8.0% | +3.8% | +2.0% |
| 6M | +12.4% | +18.2% | -5.7% | -8.3% |
| YTD | +41.5% | +22.3% | +19.2% | +10.6% |
| 1Y | +41.6% | +28.9% | +12.7% | +3.9% |
| 3Y | +42.2% | +71.5% | -29.3% | -26.6% |
| 5Y | +166.0% | +73.6% | +92.4% | +33.1% |
| 10Y | +207.2% | +194.7% | +12.5% | -16.9% |
| All | +207.2% | +195.2% | +12.1% | -16.9% |
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