+86.4%
F vs IBKR
+1,011.6%
-925.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | -0.3% |
| 7D | -4.4% | -1.3% | -3.1% | -3.9% |
| 30D | +1.0% | -0.2% | +1.2% | +0.8% |
| 3M | -4.0% | +3.0% | -7.0% | -6.2% |
| 6M | +18.1% | +33.9% | -15.8% | +2.7% |
| YTD | +10.2% | +42.5% | -32.3% | -7.5% |
| 1Y | +24.3% | +44.9% | -20.5% | +2.8% |
| 3Y | +38.1% | +293.0% | -254.9% | -34.4% |
| 5Y | +50.2% | +497.7% | -447.4% | -44.3% |
| All | +86.4% | +1,011.6% | -925.2% | -52.9% |
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