+1,461.2%
IBKR vs CFG
+390.8%
+1,070.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | +0.6% | +2.7% | -2.0% | -0.6% |
| 30D | +3.7% | -3.7% | +7.4% | +5.4% |
| 3M | +4.2% | +9.5% | -5.2% | -0.2% |
| 6M | +36.6% | +22.2% | +14.4% | +24.3% |
| YTD | +41.9% | +22.3% | +19.6% | +29.3% |
| 1Y | +49.5% | +39.4% | +10.0% | +28.2% |
| 3Y | +291.3% | +188.5% | +102.8% | +137.5% |
| 5Y | +492.7% | +101.5% | +391.1% | +310.7% |
| 10Y | +994.0% | +308.6% | +685.4% | +364.7% |
| All | +1,461.2% | +390.8% | +1,070.4% | +524.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling