+313.7%
IVV vs CVX
+209.5%
+104.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | -1.0% | +13.4% | -14.4% | -5.2% |
| 3M | +3.9% | +11.8% | -8.0% | -0.4% |
| 6M | +14.5% | +12.4% | +2.1% | +8.9% |
| YTD | +12.9% | +41.5% | -28.6% | -1.4% |
| 1Y | +19.4% | +41.6% | -22.2% | +4.0% |
| 3Y | +78.8% | +42.2% | +36.6% | +53.2% |
| 5Y | +82.2% | +166.0% | -83.8% | +19.0% |
| 10Y | +313.7% | +207.2% | +106.4% | +146.0% |
| All | +313.7% | +209.5% | +104.1% | +146.0% |
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