+166.4%
IWM vs CVX
+222.5%
-56.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.4% | +2.6% | -5.0% | -3.5% |
| 30D | -4.6% | +9.8% | -14.4% | -8.4% |
| 3M | -0.3% | +16.2% | -16.5% | -7.0% |
| 6M | +14.7% | +13.6% | +1.1% | +7.1% |
| YTD | +17.8% | +44.4% | -26.5% | -1.8% |
| 1Y | +21.2% | +40.6% | -19.4% | +2.0% |
| 3Y | +62.3% | +48.2% | +14.2% | +31.4% |
| 5Y | +38.7% | +172.3% | -133.5% | -18.9% |
| All | +166.4% | +222.5% | -56.1% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 10y: compounded portfolio wealth divided by compounded CVX 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…
10y analysis · Full analysis span regression · 6 months rolling