+2.0%
IBKR vs CAI
-17.6%
+19.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -21.6% | +15.0% | -2.7% |
| 7D | -11.1% | -28.0% | +16.9% | -6.1% |
| 30D | -19.7% | -5.2% | -14.5% | -18.7% |
| 3M | -18.0% | +58.2% | -76.2% | -24.3% |
| 6M | -13.2% | +37.4% | -50.5% | -18.5% |
| YTD | +13.4% | -3.5% | +17.0% | +10.6% |
| 1Y | +2.0% | -10.9% | +12.9% | +0.6% |
| All | +2.0% | -17.6% | +19.6% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling