+219.2%
CVX vs IQV
+242.6%
-23.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | 0.0% |
| 7D | +2.6% | -2.2% | +4.9% | +3.4% |
| 30D | +9.8% | +8.3% | +1.5% | +6.7% |
| 3M | +16.2% | +44.6% | -28.4% | +0.9% |
| 6M | +13.6% | +52.6% | -38.9% | -4.5% |
| YTD | +44.4% | +16.1% | +28.2% | +33.1% |
| 1Y | +40.6% | +37.3% | +3.3% | +20.4% |
| 3Y | +48.2% | +21.6% | +26.6% | +26.7% |
| 5Y | +172.3% | +0.5% | +171.8% | +145.3% |
| All | +219.2% | +242.6% | -23.4% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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