+10.7%
CARR vs IBKR
+495.5%
-484.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +0.8% |
| 7D | -3.8% | -1.3% | -2.4% | -3.4% |
| 30D | -8.9% | -0.2% | -8.7% | -9.1% |
| 3M | -17.3% | +3.0% | -20.3% | -18.6% |
| 6M | -1.4% | +33.9% | -35.3% | -11.0% |
| YTD | +10.0% | +42.5% | -32.5% | -3.2% |
| 1Y | -6.4% | +44.9% | -51.2% | -18.5% |
| 3Y | +1.5% | +293.0% | -291.5% | -41.4% |
| All | +10.7% | +495.5% | -484.8% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling