+284.6%
IBKR vs CP
+18.1%
+266.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -3.8% | -2.7% | -1.1% | -2.8% |
| 30D | -0.3% | -3.4% | +3.0% | +1.0% |
| 3M | +4.8% | -0.6% | +5.4% | +4.7% |
| 6M | +30.8% | +6.3% | +24.5% | +26.8% |
| YTD | +39.5% | +21.2% | +18.3% | +28.1% |
| 1Y | +43.7% | +20.0% | +23.6% | +32.3% |
| All | +284.6% | +18.1% | +266.6% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling