+1,410.3%
IBKR vs FITB
+135.1%
+1,275.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | -0.3% | -5.1% | +4.8% | +1.1% |
| 3M | +4.7% | +3.5% | +1.1% | +3.6% |
| 6M | +34.0% | +17.2% | +16.8% | +28.0% |
| YTD | +40.8% | +17.6% | +23.2% | +34.4% |
| 1Y | +45.7% | +23.4% | +22.4% | +37.2% |
| 3Y | +288.4% | +129.7% | +158.6% | +206.1% |
| 5Y | +487.2% | +68.4% | +418.7% | +397.7% |
| 10Y | +991.2% | +285.6% | +705.6% | +621.6% |
| All | +1,410.3% | +135.1% | +1,275.2% | +894.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling