+990.2%
IBKR vs CHTR
-44.7%
+1,034.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.5% |
| 7D | -1.3% | -4.1% | +2.7% | -0.7% |
| 30D | -0.2% | -3.0% | +2.7% | -0.1% |
| 3M | +3.0% | +4.8% | -1.8% | +0.9% |
| 6M | +33.9% | -35.0% | +68.9% | +42.4% |
| YTD | +42.5% | -30.2% | +72.7% | +48.5% |
| 1Y | +44.9% | -44.8% | +89.6% | +59.0% |
| 3Y | +293.0% | -66.6% | +359.6% | +372.6% |
| 5Y | +497.7% | -81.5% | +579.1% | +749.0% |
| All | +990.2% | -44.7% | +1,034.9% | +1,004.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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