+1,165.5%
CVX vs IBB
+560.8%
+604.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | +3.3% | +1.4% | +1.9% | +2.8% |
| 30D | +12.9% | +10.5% | +2.4% | +8.2% |
| 3M | +11.7% | +23.6% | -11.9% | +2.0% |
| 6M | +14.1% | +22.6% | -8.5% | +3.8% |
| YTD | +40.7% | +25.7% | +15.0% | +26.3% |
| 1Y | +37.5% | +51.4% | -13.9% | +13.8% |
| 3Y | +43.9% | +64.4% | -20.4% | +13.6% |
| 5Y | +161.5% | +22.1% | +139.3% | +129.4% |
| 10Y | +215.1% | +132.5% | +82.6% | +104.7% |
| All | +1,165.5% | +560.8% | +604.7% | +296.1% |
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 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