+1,449.5%
IBKR vs CF
+2,283.7%
-834.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +0.4% |
| 7D | -3.3% | +6.0% | -9.3% | -4.7% |
| 30D | +4.5% | +14.8% | -10.4% | +1.0% |
| 3M | +6.5% | +14.1% | -7.6% | +2.6% |
| 6M | +34.2% | +28.5% | +5.7% | +22.9% |
| YTD | +44.5% | +74.9% | -30.5% | +22.5% |
| 1Y | +44.7% | +61.7% | -17.0% | +24.8% |
| 3Y | +306.7% | +80.3% | +226.4% | +232.6% |
| 5Y | +489.9% | +226.0% | +263.9% | +297.2% |
| 10Y | +1,019.5% | +569.9% | +449.6% | +490.9% |
| All | +1,449.5% | +2,283.7% | -834.3% | +408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling