+288.3%
IBKR vs FGI
-1.2%
+289.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -0.8% |
| 7D | +1.3% | +14.7% | -13.4% | +1.2% |
| 30D | -0.3% | +67.0% | -67.3% | -0.9% |
| 3M | +4.7% | +31.0% | -26.3% | +4.2% |
| 6M | +34.0% | +126.8% | -92.8% | +32.8% |
| YTD | +40.8% | +35.6% | +5.2% | +39.7% |
| 1Y | +45.7% | +108.9% | -63.2% | +45.5% |
| All | +288.3% | -1.2% | +289.5% | +300.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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