+503.6%
IBKR vs CG
-2.7%
+506.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.9% |
| 7D | -1.3% | -9.9% | +8.5% | +3.1% |
| 30D | -0.2% | -11.7% | +11.4% | +5.0% |
| 3M | +3.0% | -4.3% | +7.2% | +4.2% |
| 6M | +33.9% | -8.8% | +42.6% | +38.3% |
| YTD | +42.5% | -26.9% | +69.4% | +61.4% |
| 1Y | +44.9% | -35.4% | +80.3% | +72.0% |
| 3Y | +293.0% | +43.0% | +250.0% | +235.0% |
| All | +503.6% | -2.7% | +506.3% | +472.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling