+990.2%
IBKR vs CTAS
+687.6%
+302.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.6% | +1.4% |
| 7D | -1.3% | +0.5% | -1.9% | -1.6% |
| 30D | -0.2% | -0.7% | +0.5% | +0.1% |
| 3M | +3.0% | +11.1% | -8.1% | -3.5% |
| 6M | +33.9% | +2.1% | +31.7% | +30.5% |
| YTD | +42.5% | +8.0% | +34.5% | +34.6% |
| 1Y | +44.9% | -0.5% | +45.3% | +42.2% |
| 3Y | +293.0% | +66.2% | +226.8% | +187.9% |
| 5Y | +497.7% | +109.2% | +388.5% | +280.1% |
| All | +990.2% | +687.6% | +302.6% | +217.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling