+291.3%
IBKR vs COMP
+221.9%
+69.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.5% |
| 7D | +0.6% | +4.1% | -3.4% | +0.3% |
| 30D | +3.7% | -14.5% | +18.2% | +5.0% |
| 3M | +4.2% | +41.8% | -37.6% | +0.8% |
| 6M | +36.6% | +23.6% | +13.1% | +32.7% |
| YTD | +41.9% | +1.7% | +40.2% | +39.5% |
| 1Y | +49.5% | +12.6% | +36.9% | +46.0% |
| 3Y | +291.3% | +221.9% | +69.5% | +291.5% |
| All | +291.3% | +221.9% | +69.5% | +291.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling