+209.5%
CVX vs IBB
+127.7%
+81.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.2% |
| 7D | +1.6% | +1.6% | 0.0% | +0.9% |
| 30D | -0.6% | +6.7% | -7.3% | -3.3% |
| 3M | +11.0% | +6.3% | +4.7% | +7.7% |
| 6M | +18.4% | +23.9% | -5.5% | +7.7% |
| YTD | +45.9% | +26.6% | +19.3% | +30.4% |
| 1Y | +46.7% | +29.6% | +17.0% | +29.6% |
| 3Y | +71.6% | +86.1% | -14.5% | +26.4% |
| 5Y | +131.4% | +40.3% | +91.1% | +92.1% |
| All | +209.5% | +127.7% | +81.7% | +96.7% |
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