+109.3%
IONQ vs CVX
+42.1%
+67.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +7.1% | -0.6% | +7.7% | +7.3% |
| 30D | -8.9% | +13.4% | -22.4% | -12.4% |
| 3M | -35.6% | +11.8% | -47.4% | -37.9% |
| 6M | +13.3% | +12.4% | +0.8% | +6.7% |
| YTD | -9.8% | +41.5% | -51.3% | -27.7% |
| 1Y | -1.3% | +41.6% | -42.9% | -20.9% |
| 3Y | +109.3% | +42.2% | +67.0% | +48.3% |
| All | +109.3% | +42.1% | +67.2% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling