+95.4%
CAT vs IBKR
+45.1%
+50.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +1.7% | -3.3% | +5.0% | +3.0% |
| 30D | -6.6% | +4.5% | -11.0% | -8.5% |
| 3M | -13.3% | +6.5% | -19.8% | -16.0% |
| 6M | +11.6% | +34.2% | -22.6% | -3.6% |
| YTD | +42.9% | +44.5% | -1.5% | +19.2% |
| 1Y | +95.4% | +44.7% | +50.7% | +66.2% |
| All | +95.4% | +45.1% | +50.3% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 1y: compounded portfolio wealth divided by compounded IBKR 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…
1y analysis · Full analysis span regression · 6 months rolling