+808.3%
IWM vs CVX
+1,085.6%
-277.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | +0.1% | +3.3% | -3.3% | -1.6% |
| 30D | -1.3% | +12.9% | -14.1% | -7.2% |
| 3M | +1.6% | +11.7% | -10.1% | -4.6% |
| 6M | +13.6% | +14.1% | -0.6% | +4.3% |
| YTD | +20.8% | +40.7% | -19.9% | -0.7% |
| 1Y | +26.4% | +37.5% | -11.1% | +4.8% |
| 3Y | +60.7% | +43.9% | +16.8% | +27.9% |
| 5Y | +38.2% | +161.5% | -123.3% | -22.5% |
| 10Y | +169.5% | +215.1% | -45.6% | +26.3% |
| All | +808.3% | +1,085.6% | -277.3% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling