+10.6%
IBKR vs CHRW
-10.6%
+21.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -6.8% | +4.9% | -11.7% | -7.3% |
| 30D | -12.5% | -4.8% | -7.7% | -12.2% |
| 3M | -12.0% | -13.1% | +1.1% | -10.7% |
| 6M | -4.5% | -16.3% | +11.8% | -5.5% |
| YTD | +21.5% | -15.8% | +37.3% | +10.9% |
| 1Y | +10.6% | -11.1% | +21.8% | -3.8% |
| All | +10.6% | -10.6% | +21.2% | -3.8% |
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