+394.6%
COP vs IBKR
+1,332.5%
-937.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -0.5% | +1.3% | -1.8% | -1.0% |
| 30D | +11.7% | -0.3% | +12.0% | +11.3% |
| 3M | +17.7% | +4.7% | +13.0% | +14.0% |
| 6M | +18.3% | +34.0% | -15.7% | +2.7% |
| YTD | +49.1% | +40.8% | +8.3% | +26.1% |
| 1Y | +53.3% | +45.7% | +7.6% | +26.7% |
| 3Y | +22.2% | +288.4% | -266.2% | -35.7% |
| 5Y | +193.3% | +487.2% | -293.8% | +25.1% |
| 10Y | +340.2% | +991.2% | -651.0% | +41.1% |
| All | +394.6% | +1,332.5% | -937.9% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling