+990.2%
IBKR vs CI
+144.2%
+846.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.3% | -0.1% | -1.3% | -1.3% |
| 30D | -0.2% | +1.8% | -2.0% | -0.8% |
| 3M | +3.0% | -4.2% | +7.2% | +3.8% |
| 6M | +33.9% | +8.8% | +25.0% | +29.8% |
| YTD | +42.5% | +3.7% | +38.8% | +39.9% |
| 1Y | +44.9% | -6.1% | +51.0% | +44.9% |
| 3Y | +293.0% | +4.5% | +288.5% | +265.2% |
| 5Y | +497.7% | +50.5% | +447.1% | +376.8% |
| All | +990.2% | +144.2% | +846.1% | +580.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling