+214.5%
CVX vs IWF
+383.8%
-169.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +2.2% |
| 7D | +3.4% | +2.8% | +0.6% | +1.9% |
| 30D | -1.0% | -7.5% | +6.6% | +2.8% |
| 3M | +12.2% | -8.5% | +20.7% | +16.8% |
| 6M | +20.3% | -7.4% | +27.8% | +23.5% |
| YTD | +48.3% | -2.6% | +50.9% | +46.8% |
| 1Y | +46.9% | -1.8% | +48.8% | +44.5% |
| 3Y | +73.1% | +65.5% | +7.7% | +18.2% |
| 5Y | +135.2% | +55.8% | +79.4% | +63.8% |
| All | +214.5% | +383.8% | -169.3% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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