+1,395.9%
IBKR vs EW
+2,020.7%
-624.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.2% |
| 7D | -3.8% | -3.4% | -0.4% | -2.8% |
| 30D | -0.3% | -7.4% | +7.0% | +2.0% |
| 3M | +4.8% | +0.9% | +3.9% | +4.1% |
| 6M | +30.8% | +1.2% | +29.6% | +29.7% |
| YTD | +39.5% | +1.8% | +37.7% | +37.8% |
| 1Y | +43.7% | +10.8% | +32.8% | +37.9% |
| 3Y | +284.7% | +17.1% | +267.5% | +246.8% |
| 5Y | +484.9% | -28.2% | +513.1% | +506.5% |
| 10Y | +980.8% | +127.1% | +853.7% | +633.4% |
| All | +1,395.9% | +2,020.7% | -624.7% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling