+503.6%
IBKR vs ECL
+27.6%
+476.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.5% |
| 7D | -1.3% | -1.1% | -0.2% | -0.9% |
| 30D | -0.2% | -0.8% | +0.6% | +0.1% |
| 3M | +3.0% | +5.0% | -2.1% | +0.5% |
| 6M | +33.9% | +0.2% | +33.6% | +33.0% |
| YTD | +42.5% | +5.8% | +36.7% | +38.3% |
| 1Y | +44.9% | +1.5% | +43.3% | +42.6% |
| 3Y | +293.0% | +55.0% | +238.0% | +223.5% |
| All | +503.6% | +27.6% | +476.1% | +458.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling