+990.2%
IBKR vs CMS
+118.9%
+871.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | -1.3% | -1.9% | +0.6% | -1.1% |
| 30D | -0.2% | -4.1% | +3.9% | +0.3% |
| 3M | +3.0% | -7.1% | +10.0% | +3.8% |
| 6M | +33.9% | -10.1% | +43.9% | +35.5% |
| YTD | +42.5% | -1.7% | +44.2% | +41.9% |
| 1Y | +44.9% | -3.4% | +48.2% | +44.6% |
| 3Y | +293.0% | +31.6% | +261.5% | +265.9% |
| 5Y | +497.7% | +23.3% | +474.4% | +457.0% |
| All | +990.2% | +118.9% | +871.3% | +955.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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