+226.3%
CLSK vs IBKR
+291.8%
-65.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +4.4% |
| 7D | +7.7% | -1.3% | +9.1% | +9.3% |
| 30D | +12.2% | -0.2% | +12.5% | +12.1% |
| 3M | -15.5% | +3.0% | -18.4% | -17.9% |
| 6M | +39.3% | +33.9% | +5.5% | +2.5% |
| YTD | +35.1% | +42.5% | -7.4% | -4.9% |
| 1Y | +34.0% | +44.9% | -10.8% | -4.8% |
| 3Y | +226.3% | +293.0% | -66.8% | +0.7% |
| All | +226.3% | +291.8% | -65.6% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling