+1,428.5%
IBKR vs CAH
+624.5%
+804.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -1.3% | -5.1% | +3.8% | +0.8% |
| 30D | -0.2% | +0.2% | -0.4% | -0.4% |
| 3M | +3.0% | +6.3% | -3.3% | -0.1% |
| 6M | +33.9% | +9.4% | +24.5% | +27.7% |
| YTD | +42.5% | +15.0% | +27.5% | +32.1% |
| 1Y | +44.9% | +55.4% | -10.6% | +16.5% |
| 3Y | +293.0% | +173.8% | +119.2% | +141.0% |
| 5Y | +497.7% | +395.2% | +102.5% | +175.3% |
| 10Y | +1,004.4% | +293.2% | +711.2% | +409.1% |
| All | +1,428.5% | +624.5% | +804.0% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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