+19.6%
CME vs IBKR
+10.3%
+9.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.4% |
| 7D | +4.8% | -6.8% | +11.6% | +4.4% |
| 30D | +14.2% | -12.5% | +26.7% | +13.4% |
| 3M | +17.9% | -12.0% | +30.0% | +17.2% |
| 6M | +7.2% | -4.5% | +11.8% | +7.1% |
| YTD | +16.7% | +21.5% | -4.7% | +17.9% |
| 1Y | +19.6% | +10.6% | +8.9% | +20.2% |
| All | +19.6% | +10.3% | +9.3% | +20.2% |
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