+224.0%
IONQ vs CVX
+215.4%
+8.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +16.7% | -6.2% | +22.9% | +19.3% |
| 30D | -12.3% | -0.4% | -11.9% | -12.6% |
| 3M | -17.7% | +9.3% | -27.0% | -21.1% |
| 6M | -28.9% | +18.4% | -47.3% | -35.0% |
| YTD | -22.0% | +42.5% | -64.5% | -36.7% |
| 1Y | -36.8% | +41.0% | -77.9% | -48.5% |
| 3Y | +228.2% | +67.5% | +160.7% | +143.7% |
| 5Y | +91.9% | +126.1% | -34.2% | +29.8% |
| All | +224.0% | +215.4% | +8.6% | +100.6% |
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