+265.9%
IONQ vs CVX
+211.4%
+54.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.8% |
| 7D | +0.8% | +3.3% | -2.5% | -0.5% |
| 30D | -1.0% | +12.9% | -13.9% | -5.9% |
| 3M | -39.8% | +11.7% | -51.5% | -42.9% |
| 6M | +6.4% | +14.1% | -7.7% | -1.9% |
| YTD | -11.9% | +40.7% | -52.6% | -27.8% |
| 1Y | -6.2% | +37.5% | -43.6% | -22.1% |
| 3Y | +125.7% | +43.9% | +81.8% | +79.9% |
| 5Y | +296.0% | +161.5% | +134.5% | +163.1% |
| All | +265.9% | +211.4% | +54.5% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling