+443.3%
CME vs IBKR
+1,318.9%
-875.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.2% |
| 7D | -2.4% | -3.8% | +1.4% | -0.8% |
| 30D | +6.2% | -0.3% | +6.5% | +5.8% |
| 3M | +4.4% | +4.8% | -0.4% | +1.1% |
| 6M | -9.6% | +30.8% | -40.4% | -21.4% |
| YTD | +3.8% | +39.5% | -35.7% | -13.1% |
| 1Y | +9.5% | +43.7% | -34.1% | -10.5% |
| 3Y | +51.9% | +284.7% | -232.7% | -28.1% |
| 5Y | +78.7% | +484.9% | -406.2% | -35.1% |
| 10Y | +279.7% | +980.8% | -701.1% | -12.0% |
| All | +443.3% | +1,318.9% | -875.5% | -21.7% |
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 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