+293.0%
IBKR vs CTVA
+74.2%
+218.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | -1.3% | -4.5% | +3.2% | -0.3% |
| 30D | -0.2% | +11.3% | -11.5% | -2.9% |
| 3M | +3.0% | +12.3% | -9.4% | -1.0% |
| 6M | +33.9% | +7.2% | +26.7% | +30.0% |
| YTD | +42.5% | +26.0% | +16.5% | +32.0% |
| 1Y | +44.9% | +16.0% | +28.8% | +37.0% |
| 3Y | +293.0% | +73.9% | +219.1% | +239.5% |
| All | +293.0% | +74.2% | +218.8% | +239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 3y: compounded portfolio wealth divided by compounded CTVA 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…
3y analysis · Full analysis span regression · 6 months rolling