+1,140.6%
CVX vs IWD
+728.9%
+411.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -9.7% | -0.5% | -9.3% | -9.5% |
| 30D | +3.6% | +2.7% | +1.0% | +0.7% |
| 3M | +13.3% | +0.9% | +12.4% | +11.9% |
| 6M | +16.9% | +10.5% | +6.3% | +4.9% |
| YTD | +43.4% | +23.7% | +19.7% | +14.2% |
| 1Y | +44.5% | +28.7% | +15.8% | +10.4% |
| 3Y | +64.0% | +79.7% | -15.7% | -10.8% |
| 5Y | +126.4% | +69.7% | +56.7% | +29.5% |
| 10Y | +209.4% | +211.4% | -2.0% | +3.0% |
| All | +1,140.6% | +728.9% | +411.6% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling