+503.6%
IBKR vs CTAS
+107.2%
+396.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.6% | +1.6% |
| 7D | -1.3% | +0.5% | -1.9% | -1.5% |
| 30D | -0.2% | -0.7% | +0.5% | 0.0% |
| 3M | +3.0% | +11.1% | -8.1% | -2.5% |
| 6M | +33.9% | +2.1% | +31.7% | +31.4% |
| YTD | +42.5% | +8.0% | +34.5% | +35.9% |
| 1Y | +44.9% | -0.5% | +45.3% | +43.5% |
| 3Y | +293.0% | +66.2% | +226.8% | +193.8% |
| All | +503.6% | +107.2% | +396.4% | +278.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling