+195.0%
F vs IBKR
+1,197.8%
-1,002.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -3.1% | +7.9% | -11.0% | -6.3% |
| 30D | 0.0% | -2.8% | +2.8% | +0.6% |
| 3M | -13.2% | -10.5% | -2.8% | -10.1% |
| 6M | -10.2% | -3.7% | -6.5% | -10.7% |
| YTD | -4.9% | +27.6% | -32.5% | -17.2% |
| 1Y | -6.1% | +22.5% | -28.6% | -16.9% |
| 3Y | +46.0% | +307.2% | -261.3% | -30.4% |
| 5Y | -15.7% | +357.7% | -373.4% | -62.7% |
| 10Y | +64.3% | +846.8% | -782.5% | -50.8% |
| All | +195.0% | +1,197.8% | -1,002.8% | -41.0% |
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