+404.9%
IBKR vs COMP
-49.7%
+454.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +1.3% | +0.8% | +0.5% | +1.2% |
| 30D | -0.3% | -13.9% | +13.5% | +0.9% |
| 3M | +4.7% | +30.7% | -26.1% | +2.0% |
| 6M | +34.0% | +18.7% | +15.4% | +30.9% |
| YTD | +40.8% | +1.0% | +39.8% | +39.1% |
| 1Y | +45.7% | +15.1% | +30.6% | +42.2% |
| 3Y | +288.4% | +219.8% | +68.6% | +243.4% |
| 5Y | +487.2% | -28.7% | +515.8% | +490.5% |
| All | +404.9% | -49.7% | +454.7% | +416.6% |
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