+44.7%
IBKR vs CHRW
+17.2%
+27.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | -3.3% | -1.4% | -1.9% | -3.1% |
| 30D | +4.5% | -3.5% | +7.9% | +4.9% |
| 3M | +6.5% | -19.4% | +25.9% | +8.6% |
| 6M | +34.2% | -21.4% | +55.6% | +37.0% |
| YTD | +44.5% | -7.1% | +51.6% | +44.4% |
| 1Y | +44.7% | +17.8% | +26.9% | +41.4% |
| All | +44.7% | +17.2% | +27.5% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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