+1,395.9%
IBKR vs EL
+417.9%
+978.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.1% |
| 7D | -3.8% | -4.4% | +0.6% | -2.3% |
| 30D | -0.3% | +10.3% | -10.6% | -4.3% |
| 3M | +4.8% | +13.4% | -8.6% | -0.5% |
| 6M | +30.8% | +3.1% | +27.7% | +26.7% |
| YTD | +39.5% | -6.9% | +46.4% | +38.6% |
| 1Y | +43.7% | +11.9% | +31.7% | +32.5% |
| 3Y | +284.7% | -33.8% | +318.5% | +295.9% |
| 5Y | +484.9% | -69.0% | +553.9% | +703.6% |
| 10Y | +980.8% | +25.3% | +955.6% | +666.0% |
| All | +1,395.9% | +417.9% | +978.0% | +349.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling