+990.2%
IBKR vs CL
+54.0%
+936.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.4% |
| 7D | -1.3% | -2.2% | +0.9% | -1.0% |
| 30D | -0.2% | -6.0% | +5.8% | +0.7% |
| 3M | +3.0% | -2.3% | +5.3% | +3.0% |
| 6M | +33.9% | -2.0% | +35.8% | +33.7% |
| YTD | +42.5% | +11.8% | +30.7% | +38.5% |
| 1Y | +44.9% | +5.8% | +39.0% | +42.1% |
| 3Y | +293.0% | +25.9% | +267.1% | +258.6% |
| 5Y | +497.7% | +26.9% | +470.7% | +437.4% |
| All | +990.2% | +54.0% | +936.2% | +821.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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