+30.8%
IBKR vs CG
-9.8%
+40.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.1% |
| 7D | -3.8% | -9.8% | +6.0% | +0.9% |
| 30D | -0.3% | -10.3% | +10.0% | +4.6% |
| 3M | +4.8% | -1.7% | +6.4% | +4.3% |
| 6M | +30.8% | -9.8% | +40.6% | +37.7% |
| All | +30.8% | -9.8% | +40.5% | +37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling