+40.6%
CVX vs IYR
+6.2%
+34.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.7% |
| 7D | +2.6% | -1.4% | +4.0% | +2.5% |
| 30D | +9.8% | -2.7% | +12.5% | +9.6% |
| 3M | +16.2% | -2.1% | +18.3% | +15.9% |
| 6M | +13.6% | +3.6% | +10.0% | +14.0% |
| YTD | +44.4% | +8.1% | +36.2% | +41.6% |
| 1Y | +40.6% | +4.7% | +35.9% | +36.5% |
| All | +40.6% | +6.2% | +34.4% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling