+1,410.3%
IBKR vs CRL
+473.9%
+936.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +1.3% | -4.6% | +5.9% | +2.9% |
| 30D | -0.3% | +0.5% | -0.8% | -0.5% |
| 3M | +4.7% | +46.6% | -41.9% | -8.8% |
| 6M | +34.0% | +57.3% | -23.2% | +12.8% |
| YTD | +40.8% | +39.5% | +1.3% | +23.1% |
| 1Y | +45.7% | +76.9% | -31.1% | +16.7% |
| 3Y | +288.4% | +39.4% | +249.0% | +213.8% |
| 5Y | +487.2% | -37.2% | +524.3% | +514.8% |
| 10Y | +991.2% | +253.4% | +737.8% | +442.3% |
| All | +1,410.3% | +473.9% | +936.4% | +446.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling