+217.2%
CVX vs IBN
+316.4%
-99.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +0.7% | -5.5% | +6.2% | +2.3% |
| 30D | +9.1% | -3.4% | +12.5% | +10.1% |
| 3M | +13.1% | +8.7% | +4.4% | +10.1% |
| 6M | +16.3% | +3.7% | +12.5% | +14.1% |
| YTD | +43.5% | -2.4% | +45.9% | +43.0% |
| 1Y | +40.2% | -8.1% | +48.2% | +42.1% |
| 3Y | +44.2% | +26.3% | +17.9% | +29.9% |
| 5Y | +170.6% | +54.9% | +115.7% | +123.4% |
| All | +217.2% | +316.4% | -99.2% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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