+309.5%
IBKR vs CART
+11.0%
+298.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | -0.4% |
| 7D | +1.3% | -9.5% | +10.8% | +2.6% |
| 30D | -0.3% | -7.8% | +7.4% | +0.6% |
| 3M | +4.7% | +10.4% | -5.7% | +2.8% |
| 6M | +34.0% | +20.1% | +14.0% | +29.4% |
| YTD | +40.8% | +3.7% | +37.1% | +38.5% |
| 1Y | +45.7% | +2.6% | +43.2% | +42.9% |
| All | +309.5% | +11.0% | +298.5% | +284.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling