+44.7%
IBKR vs CG
-24.3%
+69.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.5% |
| 7D | -3.3% | -4.3% | +1.0% | -1.1% |
| 30D | +4.5% | -5.1% | +9.6% | +7.0% |
| 3M | +6.5% | +8.7% | -2.2% | +1.0% |
| 6M | +34.2% | -9.2% | +43.4% | +40.2% |
| YTD | +44.5% | -18.9% | +63.3% | +60.0% |
| 1Y | +44.7% | -25.6% | +70.3% | +66.5% |
| All | +44.7% | -24.3% | +69.0% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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