+357.4%
IBKR vs COMP
-52.0%
+409.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +7.9% | 0.0% | +7.9% | +7.8% |
| 30D | -2.8% | +16.6% | -19.3% | -4.2% |
| 3M | -10.5% | -23.5% | +13.1% | -8.6% |
| 6M | -3.7% | +25.7% | -29.5% | -6.2% |
| YTD | +27.6% | -3.4% | +31.0% | +26.2% |
| 1Y | +22.5% | +7.6% | +14.9% | +20.2% |
| 3Y | +307.2% | +423.6% | -116.4% | +245.7% |
| 5Y | +357.7% | -10.6% | +368.3% | +348.2% |
| All | +357.4% | -52.0% | +409.4% | +368.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling