Back to the OP's original question, something I posted on a similar thread a couple of weeks ago:

I think there's certainly a knee in the cost curve, and a $3000 bike might correspond to a $40-50K automobile, while a $7000 bike corresponds to an over $100K automobile. The fact is, you can get a pretty high performance car for not much more than $50K (such as a Vette, a BMW M3, a Boxter, a loaded Mustang with a 5 Liter engine etc). At $100-120K, you get more REFINEMENT and customization, but not all that much more outright performance than the best of what's out there for half as much.

With bikes, the improvements are pretty easy to see running up the curve from $500 or so up to $2K. From $2K to $4-5K, the improvements continue, but they are much less dramatic. And beyond $5K, there's a lot of bling and refinement and customization, but very little added underlying performance that one can wring out with the incrementally more dollars spent.

From $500 to $2K, the main difference is going to be moving from aluminum frames up to Carbon or possibly some other exotic material (like Titanium, but that's probably more like $2500-3K minimum). The other difference, within a given type of frame, is going to be the class of components, and wheels. But the performance gains of more costly components are subtle, as are the weight savings. A $500 wheel set will be lighter than a $200 wheel set. A $1000 Wheel set will be lighter yet. But it may not be stronger.

Moving to Carbon from Aluminum, IMHO, the difference is not so much in performance, but rather, in comfort at a given weight and performance level. At $4-5K, the bike will outperform a $2K bike, but not by that much, and mainly the differences are due to shedding a couple of pounds, and providing a more precise feel - plus, at the upper end, you get digital shifting. Beyond $5K, it's almost entirely about feel, and the psyche of the rider.