-44.7%
IONQ vs CVX
+47.0%
-91.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -4.2% |
| 7D | -8.9% | -5.3% | -3.6% | -12.4% |
| 30D | -31.3% | +5.1% | -36.3% | -28.2% |
| 3M | -29.2% | +14.9% | -44.1% | -20.8% |
| 6M | -35.4% | +14.9% | -50.3% | -26.7% |
| YTD | -34.2% | +46.3% | -80.5% | -28.8% |
| 1Y | -44.7% | +47.0% | -91.7% | -38.8% |
| All | -44.7% | +47.0% | -91.6% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 1y: compounded portfolio wealth divided by compounded CVX 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…
1y analysis · Full analysis span regression · 6 months rolling