+10.6%
IBKR vs COMP
+23.8%
-13.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.2% | -1.0% |
| 7D | -6.8% | +9.5% | -16.3% | -8.6% |
| 30D | -12.5% | +8.1% | -20.6% | -14.2% |
| 3M | -12.0% | -16.3% | +4.3% | -9.5% |
| 6M | -4.5% | +42.2% | -46.7% | -14.1% |
| YTD | +21.5% | -5.0% | +26.5% | +20.4% |
| 1Y | +10.6% | +20.1% | -9.5% | +4.5% |
| All | +10.6% | +23.8% | -13.2% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling