+990.2%
IBKR vs FIS
-39.8%
+1,030.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.3% | -7.9% | +6.6% | +1.5% |
| 30D | -0.2% | -8.0% | +7.7% | +2.4% |
| 3M | +3.0% | +0.6% | +2.4% | +1.5% |
| 6M | +33.9% | -22.2% | +56.1% | +44.3% |
| YTD | +42.5% | -40.8% | +83.3% | +70.0% |
| 1Y | +44.9% | -41.5% | +86.4% | +73.0% |
| 3Y | +293.0% | -25.5% | +318.5% | +316.3% |
| 5Y | +497.7% | -64.8% | +562.4% | +742.8% |
| All | +990.2% | -39.8% | +1,030.0% | +1,114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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