+990.2%
IBKR vs CHRW
+183.1%
+807.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | -1.3% | +3.5% | -4.8% | -2.2% |
| 30D | -0.2% | +4.6% | -4.8% | -1.4% |
| 3M | +3.0% | -19.7% | +22.7% | +7.5% |
| 6M | +33.9% | -12.4% | +46.3% | +36.0% |
| YTD | +42.5% | -3.9% | +46.4% | +40.8% |
| 1Y | +44.9% | +18.4% | +26.5% | +34.5% |
| 3Y | +293.0% | +88.8% | +204.2% | +212.4% |
| 5Y | +497.7% | +93.5% | +404.1% | +353.0% |
| All | +990.2% | +183.1% | +807.1% | +575.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling