+1,428.5%
IBKR vs EMR
+444.7%
+983.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | +3.0% | +7.5% | -4.5% | -1.7% |
| 6M | +33.9% | +9.9% | +24.0% | +25.9% |
| YTD | +42.5% | +16.0% | +26.5% | +30.0% |
| 1Y | +44.9% | +12.4% | +32.4% | +34.2% |
| 3Y | +293.0% | +60.2% | +232.8% | +193.4% |
| 5Y | +497.7% | +67.9% | +429.8% | +328.5% |
| 10Y | +1,004.4% | +282.0% | +722.4% | +369.0% |
| All | +1,428.5% | +444.7% | +983.9% | +360.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling