+1,115.5%
FLEX vs IBKR
+1,011.6%
+103.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.2% | +5.0% | +5.9% |
| 7D | +5.7% | -1.3% | +7.1% | +6.6% |
| 30D | -7.0% | -0.2% | -6.8% | -7.1% |
| 3M | -23.8% | +3.0% | -26.8% | -25.5% |
| 6M | +82.6% | +33.9% | +48.8% | +53.4% |
| YTD | +91.6% | +42.5% | +49.1% | +54.2% |
| 1Y | +100.6% | +44.9% | +55.7% | +60.0% |
| 3Y | +479.8% | +293.0% | +186.8% | +147.1% |
| 5Y | +746.5% | +497.7% | +248.9% | +165.5% |
| All | +1,115.5% | +1,011.6% | +103.9% | +195.3% |
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