+1,198.0%
IBKR vs FICO
+1,964.4%
-766.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.3% |
| 7D | +0.2% | +0.9% | -0.7% | -0.2% |
| 30D | -11.7% | +9.4% | -21.1% | -15.0% |
| 3M | -14.3% | -30.4% | +16.1% | -7.3% |
| 6M | -7.9% | -35.1% | +27.2% | -0.6% |
| YTD | +21.0% | -56.8% | +77.8% | +47.5% |
| 1Y | +9.5% | -58.4% | +67.9% | +35.1% |
| 3Y | +282.8% | -26.7% | +309.4% | +263.6% |
| 5Y | +335.2% | +88.0% | +247.2% | +171.8% |
| 10Y | +813.0% | +545.7% | +267.3% | +216.9% |
| All | +1,198.0% | +1,964.4% | -766.4% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling