+990.2%
IBKR vs FE
+114.2%
+876.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | -1.3% | -1.4% | 0.0% | -1.0% |
| 30D | -0.2% | -1.9% | +1.6% | +0.2% |
| 3M | +3.0% | -0.2% | +3.1% | +2.8% |
| 6M | +33.9% | -7.1% | +40.9% | +35.7% |
| YTD | +42.5% | +6.1% | +36.4% | +39.7% |
| 1Y | +44.9% | +10.1% | +34.8% | +40.6% |
| 3Y | +293.0% | +46.9% | +246.2% | +248.3% |
| 5Y | +497.7% | +50.0% | +447.6% | +420.4% |
| All | +990.2% | +114.2% | +876.0% | +839.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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