+291.3%
IBKR vs FICO
+3.2%
+288.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.6% | -15.4% | +16.1% | +2.9% |
| 30D | +3.7% | -10.4% | +14.0% | +5.0% |
| 3M | +4.2% | -22.7% | +26.9% | +6.7% |
| 6M | +36.6% | -36.8% | +73.4% | +44.4% |
| YTD | +41.9% | -44.8% | +86.7% | +54.1% |
| 1Y | +49.5% | -39.3% | +88.8% | +56.6% |
| 3Y | +291.3% | +3.7% | +287.6% | +298.3% |
| All | +291.3% | +3.2% | +288.1% | +298.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling