+990.2%
IBKR vs ESI
+312.8%
+677.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -1.3% | -4.6% | +3.3% | +0.5% |
| 30D | -0.2% | -10.5% | +10.3% | +4.2% |
| 3M | +3.0% | -19.8% | +22.8% | +11.3% |
| 6M | +33.9% | +5.8% | +28.1% | +27.9% |
| YTD | +42.5% | +38.3% | +4.2% | +21.6% |
| 1Y | +44.9% | +31.5% | +13.3% | +26.0% |
| 3Y | +293.0% | +80.7% | +212.3% | +192.2% |
| 5Y | +497.7% | +69.4% | +428.2% | +346.1% |
| All | +990.2% | +312.8% | +677.4% | +453.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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