+1,189.8%
CVX vs IBB
+566.2%
+623.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -9.7% | -1.8% | -7.9% | -9.1% |
| 30D | +3.6% | +5.1% | -1.4% | +1.3% |
| 3M | +13.3% | +10.7% | +2.6% | +8.1% |
| 6M | +16.9% | +22.9% | -6.0% | +6.3% |
| YTD | +43.4% | +26.7% | +16.7% | +27.7% |
| 1Y | +44.5% | +35.1% | +9.4% | +25.1% |
| 3Y | +64.0% | +80.2% | -16.2% | +24.0% |
| 5Y | +126.4% | +37.8% | +88.6% | +88.0% |
| 10Y | +209.4% | +161.2% | +48.2% | +91.1% |
| All | +1,189.8% | +566.2% | +623.6% | +300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling