+503.6%
IBKR vs CHRW
+90.8%
+412.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | -1.3% | +3.5% | -4.8% | -1.9% |
| 30D | -0.2% | +4.6% | -4.8% | -1.0% |
| 3M | +3.0% | -19.7% | +22.7% | +6.0% |
| 6M | +33.9% | -12.4% | +46.3% | +35.2% |
| YTD | +42.5% | -3.9% | +46.4% | +41.5% |
| 1Y | +44.9% | +18.4% | +26.5% | +38.5% |
| 3Y | +293.0% | +88.8% | +204.2% | +242.3% |
| All | +503.6% | +90.8% | +412.8% | +400.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling