+487.2%
IBKR vs CF
+247.6%
+239.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.0% |
| 7D | +1.3% | -0.8% | +2.1% | +1.4% |
| 30D | -0.3% | +14.3% | -14.6% | -1.5% |
| 3M | +4.7% | +27.9% | -23.2% | +2.2% |
| 6M | +34.0% | +25.5% | +8.5% | +29.0% |
| YTD | +40.8% | +81.2% | -40.4% | +27.7% |
| 1Y | +45.7% | +66.5% | -20.8% | +33.7% |
| 3Y | +288.4% | +76.7% | +211.7% | +245.7% |
| 5Y | +487.2% | +237.8% | +249.3% | +316.9% |
| All | +487.2% | +247.6% | +239.5% | +316.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling