+47.3%
CVX vs IYR
+28.0%
+19.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +0.7% | -2.8% | +3.5% | +1.5% |
| 30D | +9.1% | -2.5% | +11.7% | +9.9% |
| 3M | +13.1% | -3.0% | +16.0% | +13.9% |
| 6M | +16.3% | +1.6% | +14.6% | +15.2% |
| YTD | +43.5% | +7.3% | +36.2% | +39.2% |
| 1Y | +40.2% | +5.6% | +34.5% | +36.7% |
| All | +47.3% | +28.0% | +19.3% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling