+338.5%
COP vs IBKR
+1,011.6%
-673.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.5% |
| 7D | +2.3% | -1.3% | +3.7% | +2.8% |
| 30D | +8.6% | -0.2% | +8.8% | +8.1% |
| 3M | +19.9% | +3.0% | +16.9% | +17.0% |
| 6M | +19.0% | +33.9% | -14.8% | +3.5% |
| YTD | +50.0% | +42.5% | +7.5% | +26.2% |
| 1Y | +50.5% | +44.9% | +5.7% | +24.5% |
| 3Y | +25.2% | +293.0% | -267.8% | -37.7% |
| 5Y | +194.3% | +497.7% | -303.4% | +13.1% |
| All | +338.5% | +1,011.6% | -673.1% | +27.8% |
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