+44.9%
IBKR vs FE
+11.2%
+33.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.1% |
| 7D | -1.3% | -1.4% | 0.0% | -1.9% |
| 30D | -0.2% | -1.9% | +1.6% | -0.9% |
| 3M | +3.0% | -0.2% | +3.1% | +3.0% |
| 6M | +33.9% | -7.1% | +40.9% | +33.2% |
| YTD | +42.5% | +6.1% | +36.4% | +44.8% |
| 1Y | +44.9% | +10.1% | +34.8% | +50.4% |
| All | +44.9% | +11.2% | +33.7% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling