+1,410.3%
IBKR vs ALL
+542.7%
+867.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.3% | -2.2% | +3.5% | +2.4% |
| 30D | -0.3% | -5.6% | +5.2% | +2.1% |
| 3M | +4.7% | +17.2% | -12.6% | -4.1% |
| 6M | +34.0% | +23.2% | +10.8% | +19.3% |
| YTD | +40.8% | +23.6% | +17.2% | +24.0% |
| 1Y | +45.7% | +29.2% | +16.6% | +25.0% |
| 3Y | +288.4% | +153.8% | +134.5% | +133.0% |
| 5Y | +487.2% | +116.1% | +371.1% | +268.8% |
| 10Y | +991.2% | +364.8% | +626.4% | +350.7% |
| All | +1,410.3% | +542.7% | +867.6% | +300.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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