+52.8%
IONQ vs CVX
+125.7%
-72.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.2% | +23.6% | +23.5% |
| 7D | +8.6% | -9.7% | +18.3% | +12.8% |
| 30D | -21.1% | +3.6% | -24.7% | -22.6% |
| 3M | -17.9% | +13.3% | -31.2% | -22.8% |
| 6M | -37.9% | +16.9% | -54.8% | -43.1% |
| YTD | -27.3% | +43.4% | -70.7% | -42.3% |
| 1Y | -43.2% | +44.5% | -87.7% | -55.2% |
| 3Y | +191.0% | +64.0% | +127.0% | +111.0% |
| All | +52.8% | +125.7% | -72.9% | -22.8% |
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 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