+44.9%
IBKR vs EL
+12.6%
+32.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | -1.3% | -6.5% | +5.1% | +0.1% |
| 30D | -0.2% | +11.1% | -11.4% | -2.6% |
| 3M | +3.0% | +10.7% | -7.8% | +0.3% |
| 6M | +33.9% | +6.9% | +27.0% | +29.6% |
| YTD | +42.5% | -6.3% | +48.8% | +41.4% |
| 1Y | +44.9% | +13.5% | +31.4% | +36.7% |
| All | +44.9% | +12.6% | +32.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling