+1,117.2%
CVX vs IWD
+726.5%
+390.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.6% |
| 7D | +3.3% | -0.3% | +3.6% | +3.6% |
| 30D | +12.9% | +0.6% | +12.3% | +12.2% |
| 3M | +11.7% | +7.2% | +4.5% | +3.8% |
| 6M | +14.1% | +16.2% | -2.1% | -2.9% |
| YTD | +40.7% | +23.3% | +17.4% | +12.7% |
| 1Y | +37.5% | +29.6% | +7.9% | +4.6% |
| 3Y | +43.9% | +70.5% | -26.5% | -17.2% |
| 5Y | +161.5% | +73.5% | +88.0% | +46.8% |
| 10Y | +215.1% | +198.3% | +16.8% | +9.6% |
| All | +1,117.2% | +726.5% | +390.7% | +84.8% |
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 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