+2,053.4%
IBKR vs CNH
+55.5%
+1,997.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | +0.1% |
| 7D | +0.6% | +8.8% | -8.2% | -2.4% |
| 30D | +3.7% | +24.7% | -21.0% | -4.4% |
| 3M | +4.2% | +27.3% | -23.1% | -5.3% |
| 6M | +36.6% | +23.2% | +13.5% | +24.6% |
| YTD | +41.9% | +48.9% | -7.1% | +20.6% |
| 1Y | +49.5% | +19.4% | +30.1% | +36.9% |
| 3Y | +291.3% | +7.8% | +283.6% | +260.5% |
| 5Y | +492.7% | +8.7% | +483.9% | +431.3% |
| 10Y | +994.0% | +149.5% | +844.5% | +614.8% |
| All | +2,053.4% | +55.5% | +1,997.8% | +1,371.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling