+854.9%
IBKR vs CSGP
+65.4%
+789.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | +5.9% | -7.1% | +13.0% | +7.8% |
| 30D | -6.1% | +3.6% | -9.8% | -8.1% |
| 3M | -8.0% | -2.7% | -5.3% | -8.9% |
| 6M | -2.7% | -8.0% | +5.4% | -3.0% |
| YTD | +28.7% | -55.0% | +83.6% | +56.4% |
| 1Y | +16.9% | -55.8% | +72.6% | +42.7% |
| 3Y | +306.9% | -62.0% | +368.9% | +406.3% |
| 5Y | +363.0% | -62.9% | +425.9% | +460.5% |
| 10Y | +854.9% | +62.6% | +792.3% | +570.6% |
| All | +854.9% | +65.4% | +789.5% | +570.6% |
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