+1,117.2%
CVX vs IWF
+727.1%
+390.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +3.3% | +0.5% | +2.8% | +2.9% |
| 30D | +12.9% | -0.4% | +13.3% | +13.0% |
| 3M | +11.7% | -2.6% | +14.3% | +12.6% |
| 6M | +14.1% | +9.1% | +5.0% | +5.6% |
| YTD | +40.7% | +4.5% | +36.2% | +33.7% |
| 1Y | +37.5% | +10.1% | +27.4% | +25.5% |
| 3Y | +43.9% | +77.6% | -33.7% | -9.1% |
| 5Y | +161.5% | +73.7% | +87.7% | +61.0% |
| 10Y | +215.1% | +411.5% | -196.4% | -14.8% |
| All | +1,117.2% | +727.1% | +390.1% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling