+307.2%
IBKR vs CF
+68.9%
+238.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.6% |
| 7D | +7.9% | +4.8% | +3.1% | +8.2% |
| 30D | -2.8% | +4.7% | -7.5% | -2.4% |
| 3M | -10.5% | +7.4% | -17.9% | -10.1% |
| 6M | -3.7% | +0.6% | -4.3% | -3.3% |
| YTD | +27.6% | +64.1% | -36.5% | +20.8% |
| 1Y | +22.5% | +51.4% | -28.9% | +17.0% |
| 3Y | +307.2% | +67.8% | +239.4% | +274.4% |
| All | +307.2% | +68.9% | +238.3% | +274.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling