+9.0%
IBKR vs CGNX
+20.0%
-11.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.7% | +4.1% |
| 7D | -1.4% | -14.9% | +13.5% | +1.9% |
| 30D | -13.6% | -21.9% | +8.4% | -9.1% |
| 3M | -11.8% | -29.0% | +17.2% | -5.9% |
| 6M | -12.7% | -23.0% | +10.3% | -8.6% |
| YTD | +18.3% | +33.4% | -15.1% | +6.3% |
| 1Y | +9.0% | +21.6% | -12.6% | +3.7% |
| All | +9.0% | +20.0% | -11.1% | +3.7% |
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