+3.2%
CDE vs IBKR
+2.6%
+0.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.6% | +7.0% | +5.9% |
| 7D | +4.2% | -11.1% | +15.3% | +14.8% |
| 30D | -14.8% | -19.7% | +4.9% | +2.8% |
| 3M | -16.1% | -18.0% | +1.9% | -1.5% |
| 6M | -14.5% | -13.2% | -1.3% | -4.4% |
| YTD | -17.9% | +13.4% | -31.3% | -25.0% |
| 1Y | +3.2% | +2.0% | +1.2% | +2.3% |
| All | +3.2% | +2.6% | +0.6% | +2.3% |
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 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