+293.0%
IBKR vs CNH
+6.9%
+286.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -1.3% | -5.7% | +4.3% | 0.0% |
| 30D | -0.2% | +26.6% | -26.8% | -6.2% |
| 3M | +3.0% | +31.1% | -28.1% | -4.7% |
| 6M | +33.9% | +24.9% | +9.0% | +24.8% |
| YTD | +42.5% | +48.7% | -6.2% | +25.6% |
| 1Y | +44.9% | +22.2% | +22.7% | +34.9% |
| 3Y | +293.0% | +7.4% | +285.6% | +292.4% |
| All | +293.0% | +6.9% | +286.1% | +292.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 3y: compounded portfolio wealth divided by compounded CNH 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…
3y analysis · Full analysis span regression · 6 months rolling