+990.2%
IBKR vs CAPR
-78.4%
+1,068.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +2.2% |
| 7D | -1.3% | -11.0% | +9.6% | -1.1% |
| 30D | -0.2% | +99.8% | -100.0% | -2.0% |
| 3M | +3.0% | -66.6% | +69.5% | +3.8% |
| 6M | +33.9% | -75.1% | +108.9% | +35.7% |
| YTD | +42.5% | -71.0% | +113.5% | +43.8% |
| 1Y | +44.9% | +30.0% | +14.9% | +35.2% |
| 3Y | +293.0% | +29.0% | +264.0% | +254.7% |
| 5Y | +497.7% | +70.8% | +426.8% | +428.0% |
| All | +990.2% | -78.4% | +1,068.6% | +839.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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