+293.0%
IBKR vs FIS
-25.5%
+318.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.3% | -7.9% | +6.6% | +0.2% |
| 30D | -0.2% | -8.0% | +7.7% | +1.2% |
| 3M | +3.0% | +0.6% | +2.4% | +1.6% |
| 6M | +33.9% | -22.2% | +56.1% | +40.7% |
| YTD | +42.5% | -40.8% | +83.3% | +60.9% |
| 1Y | +44.9% | -41.5% | +86.4% | +63.9% |
| 3Y | +293.0% | -25.5% | +318.5% | +333.7% |
| All | +293.0% | -25.5% | +318.5% | +333.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling