+966.9%
IBKR vs CF
+606.5%
+360.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -3.8% | -2.0% | -1.8% | -3.4% |
| 30D | -0.3% | +15.3% | -15.6% | -3.5% |
| 3M | +4.8% | +24.3% | -19.5% | -0.7% |
| 6M | +30.8% | +23.9% | +6.9% | +21.2% |
| YTD | +39.5% | +77.3% | -37.8% | +17.5% |
| 1Y | +43.7% | +58.7% | -15.0% | +24.2% |
| 3Y | +284.7% | +72.8% | +211.8% | +215.9% |
| 5Y | +484.9% | +228.8% | +256.1% | +271.6% |
| All | +966.9% | +606.5% | +360.5% | +445.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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