+42.2%
CVX vs IBB
+64.8%
-22.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +0.8% |
| 7D | -0.6% | -1.7% | +1.1% | -0.4% |
| 30D | +13.4% | +4.9% | +8.6% | +12.7% |
| 3M | +11.8% | +24.2% | -12.4% | +8.3% |
| 6M | +12.4% | +23.8% | -11.4% | +8.5% |
| YTD | +41.5% | +23.0% | +18.5% | +36.4% |
| 1Y | +41.6% | +46.2% | -4.6% | +28.9% |
| 3Y | +42.2% | +64.8% | -22.6% | +16.6% |
| All | +42.2% | +64.8% | -22.6% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling