+242.6%
F vs IBKR
+1,343.5%
-1,100.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.5% | -3.5% |
| 7D | +1.2% | +0.6% | +0.5% | +0.9% |
| 30D | +1.2% | +3.7% | -2.4% | -0.7% |
| 3M | -5.7% | +4.2% | -9.9% | -8.4% |
| 6M | +17.9% | +36.6% | -18.7% | +1.4% |
| YTD | +10.4% | +41.9% | -31.5% | -7.4% |
| 1Y | +25.3% | +49.5% | -24.1% | +1.9% |
| 3Y | +37.5% | +291.3% | -253.9% | -32.5% |
| 5Y | +46.5% | +492.7% | -446.2% | -41.9% |
| 10Y | +86.4% | +994.0% | -907.6% | -47.2% |
| All | +242.6% | +1,343.5% | -1,100.8% | -34.0% |
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