+305.6%
CVS vs IBKR
+1,318.9%
-1,013.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -2.0% | -3.8% | +1.8% | -1.1% |
| 30D | +1.9% | -0.3% | +2.2% | +1.7% |
| 3M | -2.2% | +4.8% | -7.0% | -3.8% |
| 6M | +26.7% | +30.8% | -4.1% | +18.0% |
| YTD | +22.9% | +39.5% | -16.6% | +12.2% |
| 1Y | +32.9% | +43.7% | -10.7% | +20.0% |
| 3Y | +62.3% | +284.7% | -222.4% | +12.3% |
| 5Y | +34.2% | +484.9% | -450.7% | -18.2% |
| 10Y | +41.8% | +980.8% | -939.1% | -29.1% |
| All | +305.6% | +1,318.9% | -1,013.2% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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