+1,410.3%
IBKR vs CAPR
-99.1%
+1,509.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | -0.7% |
| 7D | +1.3% | -12.6% | +13.9% | +1.5% |
| 30D | -0.3% | +124.4% | -124.7% | -1.8% |
| 3M | +4.7% | -66.8% | +71.5% | +5.3% |
| 6M | +34.0% | -71.8% | +105.8% | +35.1% |
| YTD | +40.8% | -70.1% | +110.9% | +41.7% |
| 1Y | +45.7% | +33.3% | +12.4% | +38.5% |
| 3Y | +288.4% | +36.7% | +251.6% | +261.9% |
| 5Y | +487.2% | +72.5% | +414.7% | +440.9% |
| 10Y | +991.2% | -77.3% | +1,068.5% | +866.4% |
| All | +1,410.3% | -99.1% | +1,509.4% | +1,228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling