+219.2%
CVX vs IBKR
+1,011.6%
-792.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | 0.0% |
| 7D | +2.6% | -1.3% | +4.0% | +3.0% |
| 30D | +9.8% | -0.2% | +10.1% | +9.5% |
| 3M | +16.2% | +3.0% | +13.3% | +13.9% |
| 6M | +13.6% | +33.9% | -20.2% | +1.3% |
| YTD | +44.4% | +42.5% | +1.9% | +25.2% |
| 1Y | +40.6% | +44.9% | -4.3% | +20.0% |
| 3Y | +48.2% | +293.0% | -244.8% | -18.5% |
| 5Y | +172.3% | +497.7% | -325.4% | +19.5% |
| All | +219.2% | +1,011.6% | -792.4% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling