+40.0%
IWM vs CVX
+162.9%
-122.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | +1.4% | -0.6% | +2.0% | +1.6% |
| 30D | -2.3% | +13.4% | -15.7% | -6.0% |
| 3M | +4.0% | +11.8% | -7.9% | +0.2% |
| 6M | +17.9% | +12.4% | +5.5% | +12.5% |
| YTD | +20.2% | +41.5% | -21.3% | +4.9% |
| 1Y | +25.0% | +41.6% | -16.6% | +8.8% |
| 3Y | +66.0% | +42.2% | +23.7% | +42.1% |
| 5Y | +40.0% | +166.0% | -125.9% | -10.3% |
| All | +40.0% | +162.9% | -122.9% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling