+492.7%
IBKR vs COMP
-32.0%
+524.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| 6M | +36.6% | +23.6% | +13.1% | +33.1% |
| YTD | +41.9% | +1.7% | +40.2% | +40.1% |
| 1Y | +49.5% | +12.6% | +36.9% | +46.1% |
| 3Y | +291.3% | +221.9% | +69.5% | +247.2% |
| 5Y | +492.7% | -28.1% | +520.8% | +502.0% |
| All | +492.7% | -32.0% | +524.7% | +502.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling