+1,904.6%
IBKR vs ESI
+222.6%
+1,682.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +1.3% | +3.9% | -2.6% | 0.0% |
| 30D | -0.3% | -3.8% | +3.5% | +0.9% |
| 3M | +4.7% | -13.1% | +17.8% | +8.6% |
| 6M | +34.0% | +11.3% | +22.7% | +27.6% |
| YTD | +40.8% | +44.1% | -3.3% | +23.1% |
| 1Y | +45.7% | +40.3% | +5.4% | +28.3% |
| 3Y | +288.4% | +84.1% | +204.3% | +208.4% |
| 5Y | +487.2% | +75.8% | +411.4% | +366.2% |
| 10Y | +991.2% | +320.7% | +670.5% | +552.2% |
| All | +1,904.6% | +222.6% | +1,682.0% | +1,219.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling