+500.4%
CSCO vs IBKR
+1,318.9%
-818.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.5% |
| 7D | -1.1% | -3.8% | +2.7% | +0.2% |
| 30D | -10.8% | -0.3% | -10.5% | -10.9% |
| 3M | -9.2% | +4.8% | -14.0% | -11.2% |
| 6M | +39.5% | +30.8% | +8.8% | +26.5% |
| YTD | +41.5% | +39.5% | +2.1% | +25.1% |
| 1Y | +61.0% | +43.7% | +17.3% | +40.0% |
| 3Y | +105.2% | +284.7% | -179.4% | +23.8% |
| 5Y | +113.4% | +484.9% | -371.5% | +7.9% |
| 10Y | +368.7% | +980.8% | -612.2% | +81.9% |
| All | +500.4% | +1,318.9% | -818.5% | +62.4% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling