+294.8%
IONQ vs CVX
+162.7%
+132.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.8% |
| 7D | +0.8% | +3.3% | -2.5% | -0.6% |
| 30D | -1.0% | +12.9% | -13.9% | -6.3% |
| 3M | -39.8% | +11.7% | -51.5% | -43.1% |
| 6M | +6.4% | +14.1% | -7.7% | -2.6% |
| YTD | -11.9% | +40.7% | -52.6% | -29.2% |
| 1Y | -6.2% | +37.5% | -43.6% | -23.5% |
| 3Y | +125.7% | +43.9% | +81.8% | +75.3% |
| All | +294.8% | +162.7% | +132.1% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling