-4.6%
CARR vs IBKR
+45.1%
-49.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +1.6% | -3.3% | +4.8% | +2.2% |
| 30D | -8.7% | +4.5% | -13.2% | -9.9% |
| 3M | -12.6% | +6.5% | -19.1% | -14.3% |
| 6M | -1.5% | +34.2% | -35.7% | -8.7% |
| YTD | +14.3% | +44.5% | -30.2% | +4.8% |
| 1Y | -4.6% | +44.7% | -49.3% | -10.8% |
| All | -4.6% | +45.1% | -49.7% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling