+253.1%
IONQ vs CVX
+219.2%
+33.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.7% | -6.5% |
| 7D | +1.3% | +1.0% | +0.4% | +0.9% |
| 30D | -10.3% | +10.7% | -21.0% | -13.9% |
| 3M | -32.7% | +15.5% | -48.2% | -37.1% |
| 6M | +6.3% | +14.9% | -8.6% | -1.9% |
| YTD | -15.0% | +44.2% | -59.2% | -31.0% |
| 1Y | -13.3% | +43.5% | -56.8% | -29.4% |
| 3Y | +97.2% | +45.0% | +52.2% | +56.9% |
| 5Y | +278.7% | +172.2% | +106.6% | +148.5% |
| All | +253.1% | +219.2% | +33.9% | +119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling