+2,747.8%
IBKR vs CVE
+89.9%
+2,657.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.1% |
| 7D | -3.3% | +2.5% | -5.8% | -3.8% |
| 30D | +4.5% | +16.7% | -12.3% | +1.1% |
| 3M | +6.5% | +9.3% | -2.8% | +4.0% |
| 6M | +34.2% | +43.6% | -9.4% | +23.1% |
| YTD | +44.5% | +93.6% | -49.1% | +24.1% |
| 1Y | +44.7% | +98.8% | -54.1% | +23.4% |
| 3Y | +306.7% | +73.6% | +233.1% | +250.5% |
| 5Y | +489.9% | +312.5% | +177.4% | +315.3% |
| 10Y | +1,019.5% | +161.0% | +858.5% | +628.9% |
| All | +2,747.8% | +89.9% | +2,657.9% | +1,789.1% |
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