+1,183.5%
FLEX vs IBKR
+1,332.5%
-149.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.0% |
| 7D | +6.4% | +1.3% | +5.1% | +5.4% |
| 30D | -5.9% | -0.3% | -5.5% | -6.0% |
| 3M | -23.5% | +4.7% | -28.1% | -25.9% |
| 6M | +83.7% | +34.0% | +49.7% | +54.1% |
| YTD | +86.5% | +40.8% | +45.7% | +51.2% |
| 1Y | +100.5% | +45.7% | +54.8% | +59.3% |
| 3Y | +469.8% | +288.4% | +181.5% | +143.8% |
| 5Y | +725.7% | +487.2% | +238.5% | +164.7% |
| 10Y | +1,086.7% | +991.2% | +95.5% | +150.2% |
| All | +1,183.5% | +1,332.5% | -149.0% | +59.5% |
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