+503.6%
IBKR vs FITB
+68.5%
+435.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +1.9% |
| 7D | -1.3% | -0.3% | -1.1% | -1.2% |
| 30D | -0.2% | -5.7% | +5.4% | +2.5% |
| 3M | +3.0% | +3.2% | -0.2% | +1.2% |
| 6M | +33.9% | +23.4% | +10.5% | +20.6% |
| YTD | +42.5% | +18.8% | +23.7% | +30.7% |
| 1Y | +44.9% | +25.0% | +19.9% | +29.5% |
| 3Y | +293.0% | +131.2% | +161.8% | +164.8% |
| All | +503.6% | +68.5% | +435.1% | +361.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 5y: compounded portfolio wealth divided by compounded FITB 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…
5y analysis · Full analysis span regression · 6 months rolling