+43.7%
IBKR vs CF
+63.1%
-19.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.3% |
| 7D | -3.8% | -2.0% | -1.8% | -4.1% |
| 30D | -0.3% | +15.3% | -15.6% | +1.7% |
| 3M | +4.8% | +24.3% | -19.5% | +8.1% |
| 6M | +30.8% | +23.9% | +6.9% | +30.1% |
| YTD | +39.5% | +77.3% | -37.8% | +27.6% |
| 1Y | +43.7% | +58.7% | -15.0% | +35.1% |
| All | +43.7% | +63.1% | -19.5% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling