+1,291.1%
CVX vs IBN
+1,760.3%
-469.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | +3.4% | +1.9% | +1.6% | +3.0% |
| 30D | -1.0% | +22.1% | -23.1% | -5.1% |
| 3M | +12.2% | +17.1% | -4.9% | +8.4% |
| 6M | +20.3% | +35.5% | -15.2% | +12.6% |
| YTD | +48.3% | +16.8% | +31.5% | +42.3% |
| 1Y | +46.9% | +12.4% | +34.5% | +42.1% |
| 3Y | +73.1% | +58.0% | +15.1% | +54.6% |
| 5Y | +135.2% | +73.7% | +61.5% | +104.2% |
| 10Y | +214.4% | +385.6% | -171.2% | +115.6% |
| All | +1,291.1% | +1,760.3% | -469.3% | +601.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling