+990.2%
IBKR vs ET
+177.0%
+813.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | -1.3% | +0.2% | -1.6% | -1.4% |
| 30D | -0.2% | +2.9% | -3.1% | -1.2% |
| 3M | +3.0% | +16.8% | -13.8% | -2.2% |
| 6M | +33.9% | +18.9% | +15.0% | +26.0% |
| YTD | +42.5% | +37.7% | +4.8% | +27.8% |
| 1Y | +44.9% | +32.4% | +12.4% | +31.4% |
| 3Y | +293.0% | +99.5% | +193.5% | +218.3% |
| 5Y | +497.7% | +244.0% | +253.7% | +313.0% |
| All | +990.2% | +177.0% | +813.2% | +632.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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