+1,410.3%
IBKR vs CMS
+574.4%
+835.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | -0.3% | -1.3% | +1.0% | +0.2% |
| 3M | +4.7% | -5.4% | +10.1% | +6.5% |
| 6M | +34.0% | -10.3% | +44.4% | +38.8% |
| YTD | +40.8% | -0.2% | +41.0% | +39.1% |
| 1Y | +45.7% | -0.9% | +46.6% | +44.0% |
| 3Y | +288.4% | +34.0% | +254.4% | +229.2% |
| 5Y | +487.2% | +23.6% | +463.6% | +401.0% |
| 10Y | +991.2% | +122.2% | +869.0% | +524.4% |
| All | +1,410.3% | +574.4% | +835.9% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling