+10.6%
IBKR vs CART
+61.3%
-50.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.4% |
| 7D | -6.8% | +1.4% | -8.1% | -6.9% |
| 30D | -12.5% | +29.7% | -42.2% | -14.3% |
| 3M | -12.0% | +29.7% | -41.8% | -14.0% |
| 6M | -4.5% | +36.8% | -41.3% | -7.4% |
| YTD | +21.5% | +31.7% | -10.2% | +13.6% |
| 1Y | +10.6% | +62.4% | -51.7% | -2.0% |
| All | +10.6% | +61.3% | -50.7% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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