+511.5%
CSCO vs IBKR
+1,332.5%
-821.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | 0.0% | +1.3% | -1.3% | -0.5% |
| 30D | -10.7% | -0.3% | -10.4% | -10.8% |
| 3M | -8.7% | +4.7% | -13.4% | -10.7% |
| 6M | +44.9% | +34.0% | +10.9% | +30.3% |
| YTD | +44.1% | +40.8% | +3.3% | +27.0% |
| 1Y | +65.9% | +45.7% | +20.1% | +43.5% |
| 3Y | +109.0% | +288.4% | -179.3% | +25.7% |
| 5Y | +114.8% | +487.2% | -372.4% | +8.5% |
| 10Y | +377.3% | +991.2% | -613.9% | +84.6% |
| All | +511.5% | +1,332.5% | -821.0% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling