+2,755.0%
IBKR vs CG
+306.7%
+2,448.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.8% |
| 7D | -1.3% | -9.9% | +8.5% | +2.6% |
| 30D | -0.2% | -11.7% | +11.4% | +4.4% |
| 3M | +3.0% | -4.3% | +7.2% | +4.1% |
| 6M | +33.9% | -8.8% | +42.6% | +37.9% |
| YTD | +42.5% | -26.9% | +69.4% | +59.4% |
| 1Y | +44.9% | -35.4% | +80.3% | +69.2% |
| 3Y | +293.0% | +43.0% | +250.0% | +235.6% |
| 5Y | +497.7% | +1.9% | +495.7% | +454.7% |
| 10Y | +1,004.4% | +313.9% | +690.5% | +539.3% |
| All | +2,755.0% | +306.7% | +2,448.3% | +1,490.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling