+10.6%
IBKR vs CTAS
+25.6%
-15.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +1.0% |
| 7D | -6.8% | +7.6% | -14.4% | -5.5% |
| 30D | -12.5% | +17.2% | -29.8% | -10.2% |
| 3M | -12.0% | +12.8% | -24.8% | -10.2% |
| 6M | -4.5% | +38.0% | -42.5% | -3.7% |
| YTD | +21.5% | +22.7% | -1.2% | +24.0% |
| 1Y | +10.6% | +25.6% | -15.0% | +13.6% |
| All | +10.6% | +25.6% | -15.0% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling