+113.5%
CSCO vs IBKR
+291.8%
-178.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.8% |
| 7D | +2.7% | -1.3% | +4.0% | +3.0% |
| 30D | -9.5% | -0.2% | -9.3% | -9.6% |
| 3M | -7.6% | +3.0% | -10.6% | -8.7% |
| 6M | +44.9% | +33.9% | +11.0% | +34.1% |
| YTD | +47.7% | +42.5% | +5.2% | +34.6% |
| 1Y | +69.1% | +44.9% | +24.2% | +52.5% |
| 3Y | +113.5% | +293.0% | -179.5% | +61.9% |
| All | +113.5% | +291.8% | -178.3% | +61.9% |
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