+990.2%
IBKR vs COO
+17.0%
+973.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -1.3% | -22.5% | +21.2% | +7.0% |
| 30D | -0.2% | -29.7% | +29.5% | +11.8% |
| 3M | +3.0% | -20.1% | +23.1% | +9.7% |
| 6M | +33.9% | -26.9% | +60.8% | +47.0% |
| YTD | +42.5% | -34.2% | +76.7% | +62.7% |
| 1Y | +44.9% | -21.3% | +66.1% | +54.2% |
| 3Y | +293.0% | -38.7% | +331.7% | +340.7% |
| 5Y | +497.7% | -52.2% | +549.9% | +635.5% |
| All | +990.2% | +17.0% | +973.2% | +872.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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