+766.3%
IVV vs CVX
+1,149.6%
-383.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | -0.9% | -1.7% | +0.8% | -0.2% |
| 30D | -2.3% | -0.8% | -1.5% | -2.2% |
| 3M | -1.2% | +9.4% | -10.6% | -5.4% |
| 6M | +3.3% | +17.5% | -14.2% | -4.9% |
| YTD | +12.3% | +43.8% | -31.5% | -6.4% |
| 1Y | +12.5% | +41.9% | -29.4% | -5.8% |
| 3Y | +79.2% | +69.1% | +10.0% | +36.1% |
| 5Y | +75.6% | +128.3% | -52.7% | +11.7% |
| 10Y | +313.4% | +204.9% | +108.4% | +109.3% |
| All | +766.3% | +1,149.6% | -383.3% | +113.3% |
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 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