+44.7%
IBKR vs CGNX
+42.4%
+2.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.8% |
| 7D | -3.3% | +3.0% | -6.2% | -3.8% |
| 30D | +4.5% | -11.8% | +16.3% | +6.9% |
| 3M | +6.5% | -3.6% | +10.1% | +6.5% |
| 6M | +34.2% | +17.4% | +16.8% | +29.1% |
| YTD | +44.5% | +73.7% | -29.3% | +25.4% |
| 1Y | +44.7% | +41.5% | +3.2% | +33.8% |
| All | +44.7% | +42.4% | +2.3% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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