+6,577.3%
FIX vs IBKR
+1,011.6%
+5,565.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +5.1% |
| 7D | +5.0% | -1.3% | +6.3% | +5.8% |
| 30D | -2.7% | -0.2% | -2.5% | -3.0% |
| 3M | -8.2% | +3.0% | -11.2% | -10.3% |
| 6M | +20.3% | +33.9% | -13.6% | +1.7% |
| YTD | +81.4% | +42.5% | +38.9% | +47.8% |
| 1Y | +121.5% | +44.9% | +76.6% | +79.2% |
| 3Y | +807.4% | +293.0% | +514.4% | +340.4% |
| 5Y | +2,306.7% | +497.7% | +1,809.1% | +815.7% |
| All | +6,577.3% | +1,011.6% | +5,565.7% | +1,720.7% |
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