+421.5%
CARR vs IBKR
+917.4%
-495.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.8% |
| YTD | +10.0% | +42.5% | -32.5% | -3.0% |
| 1Y | -6.4% | +44.9% | -51.2% | -18.3% |
| 3Y | +1.5% | +293.0% | -291.5% | -39.4% |
| 5Y | +9.3% | +497.7% | -488.4% | -44.9% |
| All | +421.5% | +917.4% | -495.9% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling