+492.7%
IBKR vs CSGP
-65.4%
+558.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.4% |
| 7D | +0.6% | -5.1% | +5.8% | +1.8% |
| 30D | +3.7% | +0.3% | +3.3% | +3.3% |
| 3M | +4.2% | -9.1% | +13.4% | +5.7% |
| 6M | +36.6% | -37.3% | +73.9% | +52.2% |
| YTD | +41.9% | -54.9% | +96.8% | +71.4% |
| 1Y | +49.5% | -65.5% | +115.0% | +94.5% |
| 3Y | +291.3% | -63.3% | +354.6% | +386.9% |
| 5Y | +492.7% | -65.8% | +558.5% | +608.1% |
| All | +492.7% | -65.4% | +558.1% | +608.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling