+966.9%
IBKR vs FICO
+651.8%
+315.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | -3.8% | -14.1% | +10.3% | -0.4% |
| 30D | -0.3% | -7.5% | +7.2% | +1.0% |
| 3M | +4.8% | -21.3% | +26.0% | +9.1% |
| 6M | +30.8% | -25.2% | +56.0% | +36.4% |
| YTD | +39.5% | -43.2% | +82.6% | +57.0% |
| 1Y | +43.7% | -37.2% | +80.9% | +54.4% |
| 3Y | +284.7% | +6.8% | +277.9% | +235.3% |
| 5Y | +484.9% | +112.8% | +372.1% | +281.8% |
| All | +966.9% | +651.8% | +315.1% | +269.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FICO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling