+484.9%
IBKR vs CLF
-49.9%
+534.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -3.8% | -3.7% | -0.1% | -3.2% |
| 30D | -0.3% | -4.7% | +4.4% | +0.4% |
| 3M | +4.8% | -4.7% | +9.5% | +4.9% |
| 6M | +30.8% | +24.0% | +6.8% | +24.1% |
| YTD | +39.5% | -10.9% | +50.4% | +39.0% |
| 1Y | +43.7% | +4.0% | +39.6% | +37.7% |
| 3Y | +284.7% | -16.9% | +301.6% | +261.2% |
| 5Y | +484.9% | -49.3% | +534.2% | +479.7% |
| All | +484.9% | -49.9% | +534.8% | +479.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling