+990.2%
IBKR vs CRL
+256.1%
+734.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.6% |
| 7D | -1.3% | -3.5% | +2.2% | -0.2% |
| 30D | -0.2% | -2.1% | +1.9% | +0.4% |
| 3M | +3.0% | +48.0% | -45.0% | -9.5% |
| 6M | +33.9% | +64.7% | -30.9% | +12.7% |
| YTD | +42.5% | +39.5% | +3.0% | +26.1% |
| 1Y | +44.9% | +74.2% | -29.3% | +18.7% |
| 3Y | +293.0% | +39.4% | +253.6% | +222.8% |
| 5Y | +497.7% | -36.9% | +534.6% | +549.1% |
| All | +990.2% | +256.1% | +734.1% | +409.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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