+410.5%
IBKR vs FGI
-74.8%
+485.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -25.2% | +25.7% | +0.9% |
| 7D | +7.9% | -14.4% | +22.3% | +8.0% |
| 30D | -2.8% | -11.8% | +9.0% | -2.7% |
| 3M | -10.5% | -46.2% | +35.8% | -9.9% |
| 6M | -3.7% | +5.2% | -8.9% | -4.8% |
| YTD | +27.6% | +10.5% | +17.0% | +24.9% |
| 1Y | +22.5% | +25.5% | -3.0% | +19.5% |
| 3Y | +307.2% | -16.0% | +323.2% | +297.6% |
| All | +410.5% | -74.8% | +485.3% | +418.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling