+1,428.5%
IBKR vs CNC
+1,130.0%
+298.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | -0.2% | -1.0% | +0.7% | -0.1% |
| 3M | +3.0% | +4.5% | -1.6% | +1.7% |
| 6M | +33.9% | +85.2% | -51.4% | +16.0% |
| YTD | +42.5% | +61.4% | -18.9% | +26.2% |
| 1Y | +44.9% | +94.9% | -50.0% | +22.0% |
| 3Y | +293.0% | 0.0% | +293.0% | +262.0% |
| 5Y | +497.7% | +11.2% | +486.5% | +424.7% |
| 10Y | +1,004.4% | +98.7% | +905.7% | +687.7% |
| All | +1,428.5% | +1,130.0% | +298.5% | +452.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling