+2,241.5%
CRM vs IBKR
+1,349.8%
+891.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.2% | +1.0% |
| 7D | -4.4% | -1.3% | -3.1% | -3.9% |
| 30D | +28.1% | -0.2% | +28.4% | +27.6% |
| 3M | +48.8% | +3.0% | +45.9% | +44.8% |
| 6M | +28.3% | +33.9% | -5.6% | +10.8% |
| YTD | -6.0% | +42.5% | -48.5% | -21.5% |
| 1Y | +1.4% | +44.9% | -43.4% | -16.5% |
| 3Y | +11.8% | +293.0% | -281.2% | -43.2% |
| 5Y | -2.0% | +497.7% | -499.7% | -59.6% |
| 10Y | +239.6% | +1,004.4% | -764.8% | -1.4% |
| All | +2,241.5% | +1,349.8% | +891.7% | +375.7% |
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