+503.6%
IBKR vs CRH
+93.9%
+409.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | -1.3% | -6.1% | +4.7% | +1.6% |
| 30D | -0.2% | -9.3% | +9.0% | +4.5% |
| 3M | +3.0% | -15.2% | +18.1% | +10.8% |
| 6M | +33.9% | -14.2% | +48.1% | +42.4% |
| YTD | +42.5% | -28.3% | +70.8% | +65.2% |
| 1Y | +44.9% | -21.8% | +66.6% | +60.7% |
| 3Y | +293.0% | +71.6% | +221.4% | +203.0% |
| All | +503.6% | +93.9% | +409.7% | +358.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling