+227.2%
IONQ vs CVX
+214.7%
+12.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.9% | +9.2% | +8.6% |
| 7D | +25.5% | -7.5% | +32.9% | +28.9% |
| 30D | -11.4% | -0.6% | -10.8% | -11.6% |
| 3M | -20.5% | +14.0% | -34.4% | -25.1% |
| 6M | -28.2% | +18.1% | -46.4% | -34.3% |
| YTD | -21.2% | +42.2% | -63.4% | -36.1% |
| 1Y | -40.4% | +41.3% | -81.7% | -51.5% |
| 3Y | +214.7% | +68.3% | +146.3% | +133.0% |
| 5Y | +56.9% | +122.0% | -65.2% | +6.8% |
| All | +227.2% | +214.7% | +12.5% | +102.8% |
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 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