+130.0%
CVX vs IWF
+55.4%
+74.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.9% |
| 7D | +3.4% | +2.8% | +0.6% | +2.8% |
| 30D | -1.0% | -7.5% | +6.6% | +0.5% |
| 3M | +12.2% | -8.5% | +20.7% | +14.0% |
| 6M | +20.3% | -7.4% | +27.8% | +21.7% |
| YTD | +48.3% | -2.6% | +50.9% | +47.7% |
| 1Y | +46.9% | -1.8% | +48.8% | +45.8% |
| 3Y | +73.1% | +65.5% | +7.7% | +43.3% |
| All | +130.0% | +55.4% | +74.6% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling