+219.2%
CVX vs IYR
+69.7%
+149.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | +2.6% | -1.4% | +4.0% | +3.5% |
| 30D | +9.8% | -2.7% | +12.5% | +11.7% |
| 3M | +16.2% | -2.1% | +18.3% | +17.5% |
| 6M | +13.6% | +3.6% | +10.0% | +10.0% |
| YTD | +44.4% | +8.1% | +36.2% | +35.6% |
| 1Y | +40.6% | +4.7% | +35.9% | +34.8% |
| 3Y | +48.2% | +29.1% | +19.1% | +20.0% |
| 5Y | +172.3% | +6.9% | +165.3% | +147.7% |
| All | +219.2% | +69.7% | +149.5% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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