+271.0%
IBKR vs CART
+40.2%
+230.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +7.9% | +1.3% | +6.6% | +7.7% |
| 30D | -2.8% | +19.2% | -22.0% | -5.1% |
| 3M | -10.5% | +17.6% | -28.0% | -12.5% |
| 6M | -3.7% | +47.4% | -51.1% | -9.2% |
| YTD | +27.6% | +30.9% | -3.3% | +21.5% |
| 1Y | +22.5% | +46.0% | -23.5% | +14.7% |
| 3Y | +307.2% | +130.3% | +176.9% | +273.7% |
| All | +271.0% | +40.2% | +230.8% | +237.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling