+1.4%
CRM vs IBKR
+46.7%
-45.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.2% | +1.7% |
| 7D | -4.4% | -1.3% | -3.1% | -4.3% |
| 30D | +28.1% | -0.2% | +28.4% | +27.8% |
| 3M | +48.8% | +3.0% | +45.9% | +46.4% |
| 6M | +28.3% | +33.9% | -5.6% | +18.5% |
| YTD | -6.0% | +42.5% | -48.5% | -13.7% |
| 1Y | +1.4% | +44.9% | -43.4% | -5.0% |
| All | +1.4% | +46.7% | -45.3% | -5.0% |
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