+1,410.3%
IBKR vs CI
+489.6%
+920.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +1.3% | -1.1% | +2.4% | +1.7% |
| 30D | -0.3% | +0.5% | -0.8% | -0.6% |
| 3M | +4.7% | -5.2% | +9.9% | +6.1% |
| 6M | +34.0% | +4.3% | +29.7% | +30.7% |
| YTD | +40.8% | +2.8% | +38.0% | +37.9% |
| 1Y | +45.7% | -5.8% | +51.5% | +45.3% |
| 3Y | +288.4% | +4.7% | +283.6% | +256.4% |
| 5Y | +487.2% | +42.7% | +444.5% | +370.2% |
| 10Y | +991.2% | +141.0% | +850.3% | +563.7% |
| All | +1,410.3% | +489.6% | +920.7% | +433.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling