+1,395.9%
IBKR vs CAG
+53.7%
+1,342.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.3% |
| 7D | -3.8% | -5.9% | +2.1% | -2.4% |
| 30D | -0.3% | -1.5% | +1.2% | -0.1% |
| 3M | +4.8% | +11.5% | -6.7% | +1.4% |
| 6M | +30.8% | -15.7% | +46.5% | +35.3% |
| YTD | +39.5% | -10.2% | +49.7% | +41.2% |
| 1Y | +43.7% | -18.1% | +61.7% | +48.5% |
| 3Y | +284.7% | -39.4% | +324.1% | +322.0% |
| 5Y | +484.9% | -42.6% | +527.5% | +542.1% |
| 10Y | +980.8% | -35.6% | +1,016.4% | +948.4% |
| All | +1,395.9% | +53.7% | +1,342.2% | +629.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling