+195.0%
VLO vs IBKR
+291.8%
-96.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.9% |
| 7D | +5.3% | -1.3% | +6.7% | +5.5% |
| 30D | +18.2% | -0.2% | +18.5% | +18.0% |
| 3M | +53.3% | +3.0% | +50.4% | +51.7% |
| 6M | +70.4% | +33.9% | +36.6% | +58.9% |
| YTD | +143.4% | +42.5% | +100.9% | +122.7% |
| 1Y | +153.0% | +44.9% | +108.1% | +129.4% |
| 3Y | +195.0% | +293.0% | -98.0% | +103.8% |
| All | +195.0% | +291.8% | -96.9% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling