+162.6%
CVX vs IWD
+73.6%
+89.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.8% |
| 7D | +3.3% | -0.3% | +3.6% | +3.5% |
| 30D | +12.9% | +0.6% | +12.3% | +12.3% |
| 3M | +11.7% | +7.2% | +4.5% | +5.5% |
| 6M | +14.1% | +16.2% | -2.1% | +0.4% |
| YTD | +40.7% | +23.3% | +17.4% | +17.4% |
| 1Y | +37.5% | +29.6% | +7.9% | +9.7% |
| 3Y | +43.9% | +70.5% | -26.5% | -10.1% |
| All | +162.6% | +73.6% | +89.0% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling