+9.2%
IBKR vs CNC
+112.2%
-103.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.6% | -12.1% | -0.5% |
| 7D | -6.8% | +13.4% | -20.1% | -7.8% |
| 30D | -12.5% | +18.2% | -30.8% | -13.8% |
| 3M | -12.0% | +18.6% | -30.7% | -13.4% |
| 6M | -4.5% | +41.9% | -46.4% | -6.7% |
| YTD | +21.5% | +84.7% | -63.3% | +15.2% |
| All | +9.2% | +112.2% | -103.0% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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