+2,414.8%
IBKR vs CVE
+71.4%
+2,343.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +7.9% | +5.9% | +1.9% | +6.6% |
| 30D | -2.8% | -10.9% | +8.1% | -0.7% |
| 3M | -10.5% | -4.5% | -5.9% | -10.0% |
| 6M | -3.7% | -1.0% | -2.8% | -4.5% |
| YTD | +27.6% | +74.7% | -47.2% | +11.5% |
| 1Y | +22.5% | +65.8% | -43.3% | +8.2% |
| 3Y | +307.2% | +73.2% | +234.1% | +250.7% |
| 5Y | +357.7% | +155.6% | +202.1% | +254.0% |
| 10Y | +846.8% | +149.3% | +697.5% | +521.1% |
| All | +2,414.8% | +71.4% | +2,343.4% | +1,597.5% |
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