+73.1%
CVX vs IYR
+41.7%
+31.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | -1.0% | +6.6% | -7.5% | -2.7% |
| 3M | +12.2% | -1.8% | +14.0% | +12.7% |
| 6M | +20.3% | +1.4% | +18.9% | +19.5% |
| YTD | +48.3% | +10.5% | +37.8% | +42.3% |
| 1Y | +46.9% | +10.6% | +36.3% | +40.9% |
| 3Y | +73.1% | +41.8% | +31.3% | +52.6% |
| All | +73.1% | +41.7% | +31.4% | +52.6% |
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