+990.2%
IBKR vs CAG
-36.2%
+1,026.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | -1.3% | -5.7% | +4.3% | -0.9% |
| 30D | -0.2% | -2.4% | +2.2% | -0.1% |
| 3M | +3.0% | +9.8% | -6.8% | +2.0% |
| 6M | +33.9% | -10.8% | +44.7% | +34.9% |
| YTD | +42.5% | -10.8% | +53.3% | +43.3% |
| 1Y | +44.9% | -19.0% | +63.8% | +47.0% |
| 3Y | +293.0% | -39.7% | +332.7% | +308.4% |
| 5Y | +497.7% | -43.0% | +540.6% | +522.3% |
| All | +990.2% | -36.2% | +1,026.4% | +1,011.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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