+14,865.9%
FIX vs IBKR
+1,369.6%
+13,496.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +6.0% | -3.3% | +9.3% | +7.5% |
| 30D | -7.2% | +4.5% | -11.7% | -9.7% |
| 3M | -15.9% | +6.5% | -22.3% | -18.8% |
| 6M | +12.7% | +34.2% | -21.5% | -2.8% |
| YTD | +72.8% | +44.5% | +28.3% | +43.2% |
| 1Y | +122.9% | +44.7% | +78.2% | +84.7% |
| 3Y | +774.3% | +306.7% | +467.6% | +345.0% |
| 5Y | +2,049.5% | +489.9% | +1,559.6% | +795.5% |
| 10Y | +5,821.5% | +1,019.5% | +4,801.9% | +1,652.7% |
| All | +14,865.9% | +1,369.6% | +13,496.3% | +2,826.4% |
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