+2,387.9%
IBKR vs CPAY
+1,532.9%
+855.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.3% | -2.0% | +0.6% | -0.6% |
| 30D | -0.2% | -0.4% | +0.1% | -0.2% |
| 3M | +3.0% | +16.4% | -13.4% | -3.8% |
| 6M | +33.9% | +23.5% | +10.3% | +21.2% |
| YTD | +42.5% | +35.7% | +6.9% | +23.0% |
| 1Y | +44.9% | +30.2% | +14.7% | +26.4% |
| 3Y | +293.0% | +49.7% | +243.3% | +219.4% |
| 5Y | +497.7% | +56.6% | +441.1% | +368.6% |
| 10Y | +1,004.4% | +153.8% | +850.6% | +594.3% |
| All | +2,387.9% | +1,532.9% | +855.0% | +840.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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