+990.2%
IBKR vs CRH
+253.3%
+736.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | -1.3% | -6.1% | +4.7% | +1.7% |
| 30D | -0.2% | -9.3% | +9.0% | +4.6% |
| 3M | +3.0% | -15.2% | +18.1% | +10.9% |
| 6M | +33.9% | -14.2% | +48.1% | +42.6% |
| YTD | +42.5% | -28.3% | +70.8% | +65.5% |
| 1Y | +44.9% | -21.8% | +66.6% | +61.0% |
| 3Y | +293.0% | +71.6% | +221.4% | +194.0% |
| 5Y | +497.7% | +96.6% | +401.0% | +308.8% |
| All | +990.2% | +253.3% | +736.9% | +421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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