+990.2%
IBKR vs ES
+82.1%
+908.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | -1.3% | -3.6% | +2.2% | -0.8% |
| 30D | -0.2% | -4.2% | +4.0% | +0.4% |
| 3M | +3.0% | +0.1% | +2.8% | +2.7% |
| 6M | +33.9% | -6.2% | +40.1% | +34.8% |
| YTD | +42.5% | +4.1% | +38.4% | +40.7% |
| 1Y | +44.9% | +10.2% | +34.7% | +41.0% |
| 3Y | +293.0% | +26.1% | +266.9% | +267.4% |
| 5Y | +497.7% | -5.3% | +503.0% | +492.1% |
| All | +990.2% | +82.1% | +908.1% | +1,007.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling