+1,395.9%
IBKR vs EAT
+863.2%
+532.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.8% | -6.2% | +2.4% | -2.4% |
| 30D | -0.3% | -3.0% | +2.7% | +0.2% |
| 3M | +4.8% | +45.6% | -40.9% | -4.4% |
| 6M | +30.8% | +53.5% | -22.8% | +16.9% |
| YTD | +39.5% | +49.6% | -10.1% | +25.3% |
| 1Y | +43.7% | +38.9% | +4.7% | +30.0% |
| 3Y | +284.7% | +589.7% | -305.0% | +134.3% |
| 5Y | +484.9% | +318.7% | +166.2% | +280.3% |
| 10Y | +980.8% | +380.1% | +600.8% | +477.9% |
| All | +1,395.9% | +863.2% | +532.7% | +509.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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