+484.9%
IBKR vs CMS
+22.8%
+462.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -1.0% |
| 7D | -3.8% | -1.3% | -2.5% | -3.9% |
| 30D | -0.3% | -2.8% | +2.5% | -0.5% |
| 3M | +4.8% | -7.1% | +11.9% | +4.3% |
| 6M | +30.8% | -10.0% | +40.8% | +30.2% |
| YTD | +39.5% | -0.9% | +40.4% | +38.8% |
| 1Y | +43.7% | -2.0% | +45.7% | +43.0% |
| 3Y | +284.7% | +33.0% | +251.7% | +279.6% |
| 5Y | +484.9% | +24.3% | +460.6% | +472.6% |
| All | +484.9% | +22.8% | +462.1% | +472.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling