-14.4%
CTSH vs IBKR
+495.5%
-509.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.4% |
| 7D | -3.7% | -1.3% | -2.4% | -3.4% |
| 30D | +3.7% | -0.2% | +3.9% | +3.6% |
| 3M | +17.9% | +3.0% | +15.0% | +16.2% |
| 6M | -2.6% | +33.9% | -36.5% | -10.5% |
| YTD | -26.4% | +42.5% | -68.9% | -33.6% |
| 1Y | -13.0% | +44.9% | -57.9% | -22.2% |
| 3Y | -11.2% | +293.0% | -304.2% | -42.1% |
| All | -14.4% | +495.5% | -509.9% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling