+503.6%
IBKR vs COO
-52.5%
+556.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -1.3% | -22.5% | +21.2% | +4.6% |
| 30D | -0.2% | -29.7% | +29.5% | +8.3% |
| 3M | +3.0% | -20.1% | +23.1% | +7.8% |
| 6M | +33.9% | -26.9% | +60.8% | +43.5% |
| YTD | +42.5% | -34.2% | +76.7% | +57.4% |
| 1Y | +44.9% | -21.3% | +66.1% | +52.0% |
| 3Y | +293.0% | -38.7% | +331.7% | +326.3% |
| All | +503.6% | -52.5% | +556.1% | +661.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling