+167.4%
IONQ vs CVX
+228.3%
-60.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.6% | -8.1% | -7.0% |
| 7D | -11.5% | +3.4% | -14.9% | -12.6% |
| 30D | -8.1% | -1.0% | -7.1% | -8.0% |
| 3M | -35.8% | +12.2% | -48.0% | -39.0% |
| 6M | -47.7% | +20.3% | -68.1% | -52.4% |
| YTD | -35.6% | +48.3% | -83.9% | -48.6% |
| 1Y | -36.4% | +46.9% | -83.3% | -48.9% |
| 3Y | +150.0% | +73.1% | +76.9% | +83.5% |
| 5Y | +43.3% | +135.2% | -91.9% | -4.5% |
| All | +167.4% | +228.3% | -60.9% | +63.1% |
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