+18.7%
EWZ vs IBKR
+304.9%
-286.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +0.8% | +7.9% | -7.1% | -0.7% |
| 30D | -24.4% | -2.8% | -21.6% | -24.1% |
| 3M | -4.6% | -10.5% | +5.9% | -3.0% |
| 6M | -11.6% | -3.7% | -7.8% | -11.6% |
| YTD | +2.4% | +27.6% | -25.2% | -2.9% |
| 1Y | +2.1% | +22.5% | -20.4% | -2.7% |
| 3Y | +18.7% | +307.2% | -288.5% | +8.3% |
| All | +18.7% | +304.9% | -286.2% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling