+977.2%
IBKR vs FICO
+669.4%
+307.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -2.2% |
| 7D | +1.3% | -10.6% | +11.9% | +3.8% |
| 30D | -0.3% | -6.3% | +6.0% | +0.7% |
| 3M | +4.7% | -19.7% | +24.4% | +8.5% |
| 6M | +34.0% | -31.8% | +65.8% | +43.4% |
| YTD | +40.8% | -41.8% | +82.6% | +57.5% |
| 1Y | +45.7% | -36.4% | +82.2% | +56.3% |
| 3Y | +288.4% | +9.3% | +279.1% | +236.5% |
| 5Y | +487.2% | +113.0% | +374.2% | +284.3% |
| All | +977.2% | +669.4% | +307.7% | +271.0% |
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