+2.0%
IBKR vs FANG
+32.1%
-30.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.8% | -4.8% | -6.9% |
| 7D | -11.1% | -13.0% | +2.0% | -13.2% |
| 30D | -19.7% | -2.9% | -16.8% | -20.0% |
| 3M | -18.0% | -3.0% | -15.0% | -18.0% |
| 6M | -13.2% | -11.9% | -1.2% | -14.5% |
| YTD | +13.4% | +21.5% | -8.1% | +13.2% |
| 1Y | +2.0% | +34.0% | -32.0% | -2.3% |
| All | +2.0% | +32.1% | -30.1% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling