+2.0%
IBKR vs CHYM
+63.9%
-62.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.0% | -7.7% | -6.9% |
| 7D | -11.1% | +4.5% | -15.6% | -12.0% |
| 30D | -19.7% | +9.2% | -28.9% | -21.3% |
| 3M | -18.0% | +16.4% | -34.4% | -21.9% |
| 6M | -13.2% | +45.2% | -58.3% | -23.1% |
| YTD | +13.4% | +19.9% | -6.5% | +3.8% |
| 1Y | +2.0% | +57.8% | -55.9% | -15.3% |
| All | +2.0% | +63.9% | -62.0% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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