+163.9%
CEG vs IBKR
+291.8%
-127.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.6% |
| 7D | -4.8% | -1.3% | -3.4% | -4.1% |
| 30D | +2.3% | -0.2% | +2.6% | +1.7% |
| 3M | +15.6% | +3.0% | +12.6% | +12.1% |
| 6M | -5.0% | +33.9% | -38.9% | -21.7% |
| YTD | -19.0% | +42.5% | -61.5% | -36.5% |
| 1Y | -10.0% | +44.9% | -54.8% | -30.3% |
| 3Y | +163.9% | +293.0% | -129.1% | +42.5% |
| All | +163.9% | +291.8% | -127.9% | +42.5% |
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