+990.2%
IBKR vs EW
+120.5%
+869.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +4.9% | +3.0% |
| 7D | -1.3% | -6.2% | +4.8% | +0.5% |
| 30D | -0.2% | -9.3% | +9.1% | +2.7% |
| 3M | +3.0% | -1.6% | +4.6% | +3.1% |
| 6M | +33.9% | -0.8% | +34.7% | +33.5% |
| YTD | +42.5% | -1.0% | +43.5% | +42.0% |
| 1Y | +44.9% | +8.2% | +36.7% | +40.2% |
| 3Y | +293.0% | +12.7% | +280.3% | +257.7% |
| 5Y | +497.7% | -30.2% | +527.9% | +532.7% |
| All | +990.2% | +120.5% | +869.7% | +676.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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