+79.6%
CME vs IBKR
+495.5%
-415.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.4% |
| 7D | -1.6% | -1.3% | -0.2% | -1.5% |
| 30D | +5.6% | -0.2% | +5.8% | +5.5% |
| 3M | +5.6% | +3.0% | +2.6% | +5.1% |
| 6M | -8.3% | +33.9% | -42.1% | -11.1% |
| YTD | +4.3% | +42.5% | -38.2% | +0.3% |
| 1Y | +9.1% | +44.9% | -35.8% | +4.3% |
| 3Y | +52.1% | +293.0% | -241.0% | +17.8% |
| All | +79.6% | +495.5% | -415.8% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling