+1,449.5%
IBKR vs FICO
+2,534.0%
-1,084.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | +5.2% |
| 7D | -3.3% | -19.2% | +15.9% | +3.3% |
| 30D | +4.5% | -14.6% | +19.1% | +9.1% |
| 3M | +6.5% | -20.1% | +26.6% | +11.4% |
| 6M | +34.2% | -36.3% | +70.5% | +49.0% |
| YTD | +44.5% | -44.9% | +89.3% | +67.8% |
| 1Y | +44.7% | -38.6% | +83.3% | +59.0% |
| 3Y | +306.7% | +4.0% | +302.8% | +252.2% |
| 5Y | +489.9% | +99.5% | +390.3% | +277.1% |
| 10Y | +1,019.5% | +604.7% | +414.8% | +293.8% |
| All | +1,449.5% | +2,534.0% | -1,084.5% | +125.5% |
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