+1,410.3%
IBKR vs CHRW
+311.9%
+1,098.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +1.3% | +4.1% | -2.8% | -0.1% |
| 30D | -0.3% | +1.9% | -2.2% | -1.1% |
| 3M | +4.7% | -21.2% | +25.8% | +12.0% |
| 6M | +34.0% | -16.7% | +50.7% | +39.5% |
| YTD | +40.8% | -5.4% | +46.2% | +39.0% |
| 1Y | +45.7% | +21.2% | +24.6% | +29.6% |
| 3Y | +288.4% | +86.5% | +201.9% | +181.0% |
| 5Y | +487.2% | +93.0% | +394.1% | +299.7% |
| 10Y | +991.2% | +174.5% | +816.7% | +497.0% |
| All | +1,410.3% | +311.9% | +1,098.4% | +444.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling