+990.2%
IBKR vs CFG
+316.8%
+673.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.6% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | -0.2% | -4.6% | +4.4% | +1.9% |
| 3M | +3.0% | +6.7% | -3.7% | -0.1% |
| 6M | +33.9% | +22.1% | +11.7% | +22.3% |
| YTD | +42.5% | +23.2% | +19.3% | +29.9% |
| 1Y | +44.9% | +40.3% | +4.6% | +24.7% |
| 3Y | +293.0% | +187.9% | +105.1% | +144.8% |
| 5Y | +497.7% | +102.0% | +395.7% | +322.2% |
| All | +990.2% | +316.8% | +673.4% | +412.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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