+75.4%
IVV vs CVX
+62.1%
+13.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.7% | -9.7% | +7.0% | -1.5% |
| 30D | -5.4% | +3.6% | -9.0% | -6.0% |
| 3M | -4.1% | +13.3% | -17.4% | -6.0% |
| 6M | +0.7% | +16.9% | -16.2% | -2.1% |
| YTD | +8.7% | +43.4% | -34.7% | -1.2% |
| 1Y | +11.0% | +44.5% | -33.5% | +0.5% |
| 3Y | +75.4% | +64.0% | +11.5% | +53.3% |
| All | +75.4% | +62.1% | +13.4% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling