+170.6%
CVX vs IYR
+4.5%
+166.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +0.7% | -2.8% | +3.5% | +1.7% |
| 30D | +9.1% | -2.5% | +11.7% | +10.0% |
| 3M | +13.1% | -3.0% | +16.0% | +14.1% |
| 6M | +16.3% | +1.6% | +14.6% | +15.1% |
| YTD | +43.5% | +7.3% | +36.2% | +38.9% |
| 1Y | +40.2% | +5.6% | +34.5% | +36.5% |
| 3Y | +44.2% | +28.1% | +16.1% | +29.3% |
| 5Y | +170.6% | +6.1% | +164.5% | +159.1% |
| All | +170.6% | +4.5% | +166.1% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling