+471.7%
CVX vs IBKR
+1,318.9%
-847.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +0.7% | -3.8% | +4.5% | +1.9% |
| 30D | +9.1% | -0.3% | +9.4% | +8.8% |
| 3M | +13.1% | +4.8% | +8.3% | +10.0% |
| 6M | +16.3% | +30.8% | -14.5% | +4.0% |
| YTD | +43.5% | +39.5% | +4.0% | +24.8% |
| 1Y | +40.2% | +43.7% | -3.5% | +19.5% |
| 3Y | +44.2% | +284.7% | -240.4% | -17.2% |
| 5Y | +170.6% | +484.9% | -314.3% | +28.6% |
| 10Y | +220.3% | +980.8% | -760.5% | +17.7% |
| All | +471.7% | +1,318.9% | -847.2% | +46.4% |
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