+312.0%
IVV vs CVX
+210.7%
+101.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | +3.3% | +1.6% | +1.7% | +2.8% |
| 30D | -2.7% | -0.6% | -2.0% | -2.6% |
| 3M | -1.7% | +11.0% | -12.7% | -5.4% |
| 6M | +3.2% | +18.4% | -15.3% | -3.4% |
| YTD | +12.0% | +45.9% | -33.9% | -3.5% |
| 1Y | +12.1% | +46.7% | -34.6% | -3.7% |
| 3Y | +78.6% | +71.6% | +7.0% | +43.0% |
| 5Y | +73.8% | +131.4% | -57.6% | +20.1% |
| All | +312.0% | +210.7% | +101.3% | +150.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling