+776.1%
IVV vs CVX
+1,122.2%
-346.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | +0.1% | +3.3% | -3.2% | -1.3% |
| 30D | +0.1% | +12.9% | -12.8% | -5.2% |
| 3M | +2.0% | +11.7% | -9.7% | -3.4% |
| 6M | +13.0% | +14.1% | -1.1% | +5.2% |
| YTD | +13.6% | +40.7% | -27.1% | -4.0% |
| 1Y | +20.1% | +37.5% | -17.4% | +2.2% |
| 3Y | +77.6% | +43.9% | +33.7% | +45.1% |
| 5Y | +82.5% | +161.5% | -79.0% | +9.0% |
| 10Y | +316.5% | +215.1% | +101.4% | +107.6% |
| All | +776.1% | +1,122.2% | -346.1% | +118.7% |
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 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