+22.2%
CTSH vs IBKR
+1,011.6%
-989.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.2% |
| 7D | -3.7% | -1.3% | -2.4% | -3.3% |
| 30D | +3.7% | -0.2% | +3.9% | +3.5% |
| 3M | +17.9% | +3.0% | +15.0% | +15.6% |
| 6M | -2.6% | +33.9% | -36.5% | -12.8% |
| YTD | -26.4% | +42.5% | -68.9% | -35.7% |
| 1Y | -13.0% | +44.9% | -57.9% | -24.9% |
| 3Y | -11.2% | +293.0% | -304.2% | -48.4% |
| 5Y | -14.3% | +497.7% | -511.9% | -59.0% |
| All | +22.2% | +1,011.6% | -989.5% | -53.0% |
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