+1,428.5%
IBKR vs CLX
+132.8%
+1,295.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | -1.3% | -5.7% | +4.3% | +0.1% |
| 30D | -0.2% | -17.0% | +16.8% | +4.6% |
| 3M | +3.0% | -9.7% | +12.6% | +5.2% |
| 6M | +33.9% | -19.8% | +53.7% | +40.6% |
| YTD | +42.5% | -9.8% | +52.4% | +44.7% |
| 1Y | +44.9% | -26.2% | +71.0% | +54.9% |
| 3Y | +293.0% | -36.2% | +329.2% | +331.5% |
| 5Y | +497.7% | -38.3% | +536.0% | +544.4% |
| 10Y | +1,004.4% | -3.5% | +1,007.9% | +762.0% |
| All | +1,428.5% | +132.8% | +1,295.8% | +457.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 all: compounded portfolio wealth divided by compounded CLX 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…
all analysis · Full analysis span regression · 6 months rolling