+221.9%
CVX vs IBB
+122.2%
+99.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +1.0% | -3.9% | +4.8% | +2.4% |
| 30D | +10.7% | +2.7% | +7.9% | +9.3% |
| 3M | +15.5% | +21.4% | -5.9% | +6.7% |
| 6M | +14.9% | +20.1% | -5.2% | +5.9% |
| YTD | +44.2% | +21.9% | +22.3% | +31.6% |
| 1Y | +43.5% | +44.1% | -0.6% | +21.5% |
| 3Y | +45.0% | +63.4% | -18.4% | +14.3% |
| 5Y | +172.2% | +19.8% | +152.4% | +145.7% |
| 10Y | +221.9% | +127.0% | +94.9% | +114.1% |
| All | +221.9% | +122.2% | +99.7% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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