+1,428.5%
IBKR vs CGNX
+1,285.0%
+143.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +0.9% |
| 7D | -1.3% | +3.2% | -4.5% | -2.3% |
| 30D | -0.2% | +6.0% | -6.2% | -2.1% |
| 3M | +3.0% | +3.5% | -0.6% | +1.0% |
| 6M | +33.9% | +26.3% | +7.6% | +23.3% |
| YTD | +42.5% | +79.2% | -36.7% | +14.5% |
| 1Y | +44.9% | +43.8% | +1.1% | +23.9% |
| 3Y | +293.0% | +52.0% | +241.1% | +214.2% |
| 5Y | +497.7% | -24.0% | +521.7% | +475.7% |
| 10Y | +1,004.4% | +189.1% | +815.3% | +531.8% |
| All | +1,428.5% | +1,285.0% | +143.6% | +279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling