+990.2%
IBKR vs CRS
+1,392.1%
-401.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | -1.3% | -6.8% | +5.4% | +0.7% |
| 30D | -0.2% | -16.1% | +15.9% | +5.0% |
| 3M | +3.0% | -21.2% | +24.1% | +9.9% |
| 6M | +33.9% | +8.7% | +25.2% | +29.5% |
| YTD | +42.5% | +41.0% | +1.5% | +27.3% |
| 1Y | +44.9% | +82.7% | -37.8% | +18.9% |
| 3Y | +293.0% | +604.8% | -311.8% | +113.4% |
| 5Y | +497.7% | +1,384.7% | -887.0% | +149.7% |
| All | +990.2% | +1,392.1% | -401.8% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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