+990.2%
IBKR vs ECL
+160.1%
+830.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.3% |
| 7D | -1.3% | -1.1% | -0.2% | -0.8% |
| 30D | -0.2% | -0.8% | +0.6% | +0.1% |
| 3M | +3.0% | +5.0% | -2.1% | -0.1% |
| 6M | +33.9% | +0.2% | +33.6% | +32.6% |
| YTD | +42.5% | +5.8% | +36.7% | +37.1% |
| 1Y | +44.9% | +1.5% | +43.3% | +41.9% |
| 3Y | +293.0% | +55.0% | +238.0% | +204.3% |
| 5Y | +497.7% | +29.3% | +468.4% | +402.5% |
| All | +990.2% | +160.1% | +830.1% | +443.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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