+162.6%
CVX vs IBB
+22.5%
+140.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +3.3% | +1.4% | +1.9% | +3.1% |
| 30D | +12.9% | +10.5% | +2.4% | +10.8% |
| 3M | +11.7% | +23.6% | -11.9% | +7.3% |
| 6M | +14.1% | +22.6% | -8.5% | +9.5% |
| YTD | +40.7% | +25.7% | +15.0% | +34.0% |
| 1Y | +37.5% | +51.4% | -13.9% | +24.3% |
| 3Y | +43.9% | +64.4% | -20.4% | +25.7% |
| All | +162.6% | +22.5% | +140.1% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling