+293.0%
IBKR vs CRL
+38.6%
+254.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.8% |
| 7D | -1.3% | -3.5% | +2.2% | -0.6% |
| 30D | -0.2% | -2.1% | +1.9% | +0.2% |
| 3M | +3.0% | +48.0% | -45.0% | -5.5% |
| 6M | +33.9% | +64.7% | -30.9% | +19.3% |
| YTD | +42.5% | +39.5% | +3.0% | +31.4% |
| 1Y | +44.9% | +74.2% | -29.3% | +27.6% |
| 3Y | +293.0% | +39.4% | +253.6% | +245.3% |
| All | +293.0% | +38.6% | +254.4% | +245.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling