+729.0%
CB vs IBKR
+1,343.5%
-614.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.9% |
| 7D | -0.6% | +0.6% | -1.3% | -0.8% |
| 30D | -3.9% | +3.7% | -7.6% | -5.3% |
| 3M | +4.9% | +4.2% | +0.7% | +2.3% |
| 6M | +3.3% | +36.6% | -33.4% | -8.6% |
| YTD | +8.5% | +41.9% | -33.4% | -6.0% |
| 1Y | +22.1% | +49.5% | -27.4% | +2.9% |
| 3Y | +70.1% | +291.3% | -221.2% | -4.7% |
| 5Y | +97.4% | +492.7% | -395.3% | -8.7% |
| 10Y | +216.8% | +994.0% | -777.2% | +8.3% |
| All | +729.0% | +1,343.5% | -614.4% | +85.9% |
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