+503.6%
IBKR vs EMR
+66.6%
+437.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +0.7% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | -0.2% | -6.8% | +6.5% | +4.0% |
| 3M | +3.0% | +7.5% | -4.5% | -1.9% |
| 6M | +33.9% | +9.9% | +24.0% | +25.4% |
| YTD | +42.5% | +16.0% | +26.5% | +29.3% |
| 1Y | +44.9% | +12.4% | +32.4% | +33.5% |
| 3Y | +293.0% | +60.2% | +232.8% | +193.4% |
| All | +503.6% | +66.6% | +437.0% | +332.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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