-37.9%
IONQ vs CVX
+17.2%
-55.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.9% | +9.2% | +7.5% |
| 7D | +25.5% | -7.5% | +32.9% | +15.7% |
| 30D | -11.4% | -0.6% | -10.8% | -10.4% |
| 3M | -20.5% | +14.0% | -34.4% | -5.1% |
| All | -37.9% | +17.2% | -55.1% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling