+2,400.7%
IBKR vs CVE
+70.3%
+2,330.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | +11.8% | +4.6% | +7.2% | +10.8% |
| 30D | -7.0% | -12.0% | +5.0% | -4.8% |
| 3M | -11.2% | -3.8% | -7.4% | -10.9% |
| 6M | -3.7% | -2.7% | -0.9% | -4.1% |
| YTD | +26.8% | +73.6% | -46.8% | +11.0% |
| 1Y | +12.3% | +62.0% | -49.7% | -0.3% |
| 3Y | +301.2% | +72.7% | +228.5% | +245.7% |
| 5Y | +355.1% | +153.9% | +201.2% | +252.4% |
| 10Y | +841.5% | +147.6% | +693.8% | +518.4% |
| All | +2,400.7% | +70.3% | +2,330.3% | +1,590.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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