+990.2%
IBKR vs A
+256.4%
+733.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.1% |
| 7D | -1.3% | -2.6% | +1.3% | -0.2% |
| 30D | -0.2% | -0.9% | +0.7% | +0.1% |
| 3M | +3.0% | +13.6% | -10.7% | -2.9% |
| 6M | +33.9% | +27.8% | +6.0% | +18.9% |
| YTD | +42.5% | +8.6% | +33.9% | +35.8% |
| 1Y | +44.9% | +16.9% | +28.0% | +33.2% |
| 3Y | +293.0% | +32.9% | +260.1% | +226.5% |
| 5Y | +497.7% | -14.1% | +511.8% | +499.1% |
| All | +990.2% | +256.4% | +733.8% | +404.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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