+293.0%
IBKR vs EW
+14.0%
+279.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +4.9% | +2.6% |
| 7D | -1.3% | -6.2% | +4.8% | -0.3% |
| 30D | -0.2% | -9.3% | +9.1% | +1.3% |
| 3M | +3.0% | -1.6% | +4.6% | +3.0% |
| 6M | +33.9% | -0.8% | +34.7% | +33.6% |
| YTD | +42.5% | -1.0% | +43.5% | +42.3% |
| 1Y | +44.9% | +8.2% | +36.7% | +42.7% |
| 3Y | +293.0% | +12.7% | +280.3% | +285.8% |
| All | +293.0% | +14.0% | +279.0% | +285.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling