+1,117.2%
CVX vs IYR
+700.6%
+416.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | +3.3% | -1.2% | +4.6% | +4.0% |
| 30D | +12.9% | -2.9% | +15.7% | +14.4% |
| 3M | +11.7% | +0.8% | +10.9% | +11.0% |
| 6M | +14.1% | +1.9% | +12.3% | +12.5% |
| YTD | +40.7% | +9.6% | +31.1% | +33.6% |
| 1Y | +37.5% | +8.1% | +29.4% | +31.3% |
| 3Y | +43.9% | +29.2% | +14.7% | +24.3% |
| 5Y | +161.5% | +4.3% | +157.2% | +147.6% |
| 10Y | +215.1% | +64.7% | +150.4% | +141.3% |
| All | +1,117.2% | +700.6% | +416.6% | +318.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling