+322.0%
CMG vs IBKR
+1,011.6%
-689.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | -2.1% | -1.3% | -0.7% | -1.7% |
| 30D | +10.9% | -0.2% | +11.1% | +10.7% |
| 3M | +15.8% | +3.0% | +12.9% | +14.1% |
| 6M | +6.9% | +33.9% | -26.9% | -2.9% |
| YTD | -2.2% | +42.5% | -44.7% | -12.9% |
| 1Y | -7.1% | +44.9% | -51.9% | -18.0% |
| 3Y | -7.1% | +293.0% | -300.1% | -41.2% |
| 5Y | -4.8% | +497.7% | -502.4% | -48.5% |
| All | +322.0% | +1,011.6% | -689.6% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling