+503.6%
IBKR vs CNC
+10.7%
+492.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.1% |
| 7D | -1.3% | -0.9% | -0.4% | -1.3% |
| 30D | -0.2% | -1.0% | +0.7% | -0.2% |
| 3M | +3.0% | +4.5% | -1.6% | +2.7% |
| 6M | +33.9% | +85.2% | -51.4% | +29.6% |
| YTD | +42.5% | +61.4% | -18.9% | +38.6% |
| 1Y | +44.9% | +94.9% | -50.0% | +39.5% |
| 3Y | +293.0% | 0.0% | +293.0% | +287.3% |
| All | +503.6% | +10.7% | +492.9% | +474.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling