+22.5%
IBKR vs CF
+50.1%
-27.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.6% |
| 7D | +7.9% | +4.8% | +3.1% | +8.9% |
| 30D | -2.8% | +4.7% | -7.5% | -1.5% |
| 3M | -10.5% | +7.4% | -17.9% | -8.8% |
| 6M | -3.7% | +0.6% | -4.3% | -2.5% |
| YTD | +27.6% | +64.1% | -36.5% | +15.9% |
| 1Y | +22.5% | +51.4% | -28.9% | +13.0% |
| All | +22.5% | +50.1% | -27.5% | +13.0% |
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