+1,410.3%
IBKR vs ECL
+684.8%
+725.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | +0.5% |
| 7D | +1.3% | -2.7% | +4.0% | +3.0% |
| 30D | -0.3% | -4.3% | +4.0% | +2.2% |
| 3M | +4.7% | +3.2% | +1.5% | +2.0% |
| 6M | +34.0% | -2.9% | +36.9% | +35.0% |
| YTD | +40.8% | +4.3% | +36.6% | +35.6% |
| 1Y | +45.7% | +1.6% | +44.1% | +41.9% |
| 3Y | +288.4% | +54.3% | +234.1% | +187.6% |
| 5Y | +487.2% | +26.5% | +460.7% | +377.3% |
| 10Y | +991.2% | +155.6% | +835.6% | +416.0% |
| All | +1,410.3% | +684.8% | +725.5% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling