+1,428.5%
IBKR vs CMI
+1,766.6%
-338.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.7% |
| 7D | -1.3% | -0.7% | -0.6% | -1.0% |
| 30D | -0.2% | -12.4% | +12.2% | +5.5% |
| 3M | +3.0% | -14.8% | +17.7% | +9.7% |
| 6M | +33.9% | +0.8% | +33.1% | +32.3% |
| YTD | +42.5% | +10.2% | +32.3% | +35.7% |
| 1Y | +44.9% | +37.4% | +7.4% | +25.7% |
| 3Y | +293.0% | +153.3% | +139.7% | +163.5% |
| 5Y | +497.7% | +167.6% | +330.1% | +288.9% |
| 10Y | +1,004.4% | +514.4% | +490.0% | +413.7% |
| All | +1,428.5% | +1,766.6% | -338.0% | +290.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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