+812.0%
IBKR vs FICO
+524.6%
+287.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +11.8% | +1.4% | +10.4% | +11.4% |
| 30D | -7.0% | -0.8% | -6.3% | -7.3% |
| 3M | -11.2% | -31.3% | +20.1% | -5.0% |
| 6M | -3.7% | -33.9% | +30.3% | +1.8% |
| YTD | +26.8% | -57.6% | +84.4% | +50.6% |
| 1Y | +12.3% | -59.7% | +72.0% | +35.2% |
| 3Y | +301.2% | -28.0% | +329.2% | +283.0% |
| 5Y | +355.1% | +91.0% | +264.1% | +191.3% |
| All | +812.0% | +524.6% | +287.5% | +202.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling