+1,410.3%
IBKR vs CPB
+3.1%
+1,407.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | +1.3% | -8.0% | +9.3% | +2.8% |
| 30D | -0.3% | -2.4% | +2.1% | -0.1% |
| 3M | +4.7% | +0.5% | +4.1% | +3.8% |
| 6M | +34.0% | -10.5% | +44.5% | +35.8% |
| YTD | +40.8% | -17.5% | +58.3% | +44.8% |
| 1Y | +45.7% | -31.0% | +76.8% | +55.4% |
| 3Y | +288.4% | -40.6% | +329.0% | +319.5% |
| 5Y | +487.2% | -37.7% | +524.9% | +511.9% |
| 10Y | +991.2% | -43.4% | +1,034.6% | +1,015.4% |
| All | +1,410.3% | +3.1% | +1,407.2% | +819.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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