+2.0%
IBKR vs CNC
+107.1%
-105.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.4% | -4.2% | -6.4% |
| 7D | -11.1% | +8.1% | -19.1% | -11.7% |
| 30D | -19.7% | +14.8% | -34.5% | -20.7% |
| 3M | -18.0% | +10.7% | -28.7% | -18.8% |
| 6M | -13.2% | +40.0% | -53.2% | -15.0% |
| YTD | +13.4% | +80.2% | -66.8% | +7.8% |
| 1Y | +2.0% | +101.3% | -99.4% | -4.3% |
| All | +2.0% | +107.1% | -105.1% | -4.3% |
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