+202.7%
CAT vs IBKR
+291.8%
-89.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.9% |
| 7D | +0.6% | -1.3% | +1.9% | +1.1% |
| 30D | -4.3% | -0.2% | -4.1% | -4.4% |
| 3M | -8.6% | +3.0% | -11.6% | -10.0% |
| 6M | +16.1% | +33.9% | -17.7% | +3.5% |
| YTD | +43.8% | +42.5% | +1.3% | +25.2% |
| 1Y | +91.5% | +44.9% | +46.6% | +65.6% |
| 3Y | +202.7% | +293.0% | -90.3% | +94.9% |
| All | +202.7% | +291.8% | -89.1% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling