+953.3%
ASX vs IBKR
+1,011.6%
-58.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.9% |
| 7D | +5.2% | -1.3% | +6.6% | +5.7% |
| 30D | +0.5% | -0.2% | +0.7% | +0.2% |
| 3M | +8.3% | +3.0% | +5.4% | +6.8% |
| 6M | +82.0% | +33.9% | +48.2% | +61.2% |
| YTD | +147.6% | +42.5% | +105.1% | +112.6% |
| 1Y | +258.8% | +44.9% | +214.0% | +205.4% |
| 3Y | +452.1% | +293.0% | +159.1% | +207.1% |
| 5Y | +441.7% | +497.7% | -55.9% | +147.6% |
| All | +953.3% | +1,011.6% | -58.4% | +340.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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