+1,421.8%
IBKR vs CP
+779.6%
+642.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | +0.6% | +2.4% | -1.8% | -0.5% |
| 30D | +3.7% | -0.5% | +4.2% | +4.0% |
| 3M | +4.2% | +1.4% | +2.8% | +3.1% |
| 6M | +36.6% | +10.3% | +26.3% | +29.4% |
| YTD | +41.9% | +24.3% | +17.6% | +26.5% |
| 1Y | +49.5% | +20.4% | +29.0% | +35.1% |
| 3Y | +291.3% | +21.8% | +269.5% | +245.1% |
| 5Y | +492.7% | +31.5% | +461.2% | +393.6% |
| 10Y | +994.0% | +223.2% | +770.8% | +469.4% |
| All | +1,421.8% | +779.6% | +642.2% | +266.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling