+990.2%
IBKR vs CLF
+133.3%
+856.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +1.8% |
| 7D | -1.3% | -3.5% | +2.2% | -0.7% |
| 30D | -0.2% | -1.6% | +1.3% | -0.1% |
| 3M | +3.0% | -12.0% | +15.0% | +4.6% |
| 6M | +33.9% | +30.0% | +3.9% | +25.9% |
| YTD | +42.5% | -9.2% | +51.7% | +41.7% |
| 1Y | +44.9% | +2.3% | +42.6% | +39.3% |
| 3Y | +293.0% | -14.4% | +307.4% | +269.4% |
| 5Y | +497.7% | -48.3% | +546.0% | +489.2% |
| All | +990.2% | +133.3% | +856.9% | +606.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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