+1,027.6%
FIX vs IBKR
+355.7%
+671.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.7% |
| 7D | +9.4% | +7.9% | +1.6% | +4.6% |
| 30D | -27.8% | -2.8% | -25.0% | -26.1% |
| 3M | -35.6% | -10.5% | -25.1% | -31.2% |
| 6M | -45.2% | -3.7% | -41.5% | -44.2% |
| YTD | +19.5% | +27.6% | -8.1% | +2.7% |
| 1Y | +24.2% | +22.5% | +1.7% | +9.4% |
| 3Y | +494.2% | +307.2% | +186.9% | +192.0% |
| All | +1,027.6% | +355.7% | +671.9% | +418.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling