+966.9%
IBKR vs CSGP
+44.2%
+922.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -3.8% | -6.9% | +3.1% | -1.9% |
| 30D | -0.3% | -5.2% | +4.9% | +0.8% |
| 3M | +4.8% | -13.8% | +18.6% | +8.0% |
| 6M | +30.8% | -36.3% | +67.1% | +46.7% |
| YTD | +39.5% | -56.1% | +95.6% | +73.1% |
| 1Y | +43.7% | -65.8% | +109.5% | +92.0% |
| 3Y | +284.7% | -64.3% | +348.9% | +393.8% |
| 5Y | +484.9% | -67.3% | +552.2% | +644.7% |
| All | +966.9% | +44.2% | +922.8% | +698.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling