+418.0%
IBKR vs COMP
-47.7%
+465.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -3.3% | +1.4% | -4.6% | -3.4% |
| 30D | +4.5% | -13.3% | +17.8% | +5.7% |
| 3M | +6.5% | +41.1% | -34.6% | +3.1% |
| 6M | +34.2% | +17.2% | +17.0% | +31.1% |
| YTD | +44.5% | +5.2% | +39.2% | +42.2% |
| 1Y | +44.7% | +18.9% | +25.8% | +40.7% |
| 3Y | +306.7% | +215.9% | +90.8% | +259.9% |
| 5Y | +489.9% | -31.2% | +521.0% | +496.2% |
| All | +418.0% | -47.7% | +465.7% | +428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling