+10,248.1%
FIX vs IBKR
+1,197.8%
+9,050.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.7% |
| 7D | +9.4% | +7.9% | +1.6% | +5.5% |
| 30D | -27.8% | -2.8% | -25.0% | -26.3% |
| 3M | -35.6% | -10.5% | -25.1% | -31.8% |
| 6M | -45.2% | -3.7% | -41.5% | -44.2% |
| YTD | +19.5% | +27.6% | -8.1% | +5.9% |
| 1Y | +24.2% | +22.5% | +1.7% | +12.4% |
| 3Y | +494.2% | +307.2% | +186.9% | +205.8% |
| 5Y | +1,036.1% | +357.7% | +678.5% | +439.0% |
| 10Y | +3,599.0% | +846.8% | +2,752.2% | +1,095.4% |
| All | +10,248.1% | +1,197.8% | +9,050.3% | +2,064.5% |
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