+25.0%
FLEX vs IBKR
+10.3%
+14.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.5% | -12.9% | -12.8% |
| 7D | -17.0% | -6.8% | -10.2% | -12.0% |
| 30D | -33.8% | -12.5% | -21.3% | -25.8% |
| 3M | -39.0% | -12.0% | -27.0% | -32.5% |
| 6M | -15.9% | -4.5% | -11.4% | -12.0% |
| YTD | +27.8% | +21.5% | +6.4% | +8.6% |
| 1Y | +25.0% | +10.6% | +14.3% | +15.9% |
| All | +25.0% | +10.3% | +14.7% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling