+606.1%
COST vs IBKR
+1,011.6%
-405.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | -1.2% | -1.3% | +0.2% | -1.0% |
| 30D | -4.7% | -0.2% | -4.5% | -4.8% |
| 3M | -7.1% | +3.0% | -10.1% | -8.1% |
| 6M | -8.5% | +33.9% | -42.4% | -14.1% |
| YTD | +5.4% | +42.5% | -37.1% | -2.6% |
| 1Y | -5.6% | +44.9% | -50.5% | -13.5% |
| 3Y | +68.5% | +293.0% | -224.5% | +22.1% |
| 5Y | +105.2% | +497.7% | -392.4% | +33.3% |
| All | +606.1% | +1,011.6% | -405.6% | +309.3% |
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