+1,428.5%
IBKR vs ED
+356.6%
+1,071.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | -1.3% | -0.8% | -0.6% | -1.2% |
| 30D | -0.2% | -0.4% | +0.2% | -0.2% |
| 3M | +3.0% | +0.5% | +2.5% | +2.4% |
| 6M | +33.9% | -3.1% | +37.0% | +34.1% |
| YTD | +42.5% | +9.8% | +32.7% | +37.2% |
| 1Y | +44.9% | +12.6% | +32.3% | +37.9% |
| 3Y | +293.0% | +31.4% | +261.6% | +245.6% |
| 5Y | +497.7% | +69.4% | +428.2% | +364.6% |
| 10Y | +1,004.4% | +108.7% | +895.7% | +622.5% |
| All | +1,428.5% | +356.6% | +1,071.9% | +314.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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