+990.2%
IBKR vs FIVE
+491.7%
+498.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.9% |
| 7D | -1.3% | -3.0% | +1.7% | -0.6% |
| 30D | -0.2% | +2.7% | -2.9% | -1.0% |
| 3M | +3.0% | +21.1% | -18.2% | -2.1% |
| 6M | +33.9% | +11.9% | +21.9% | +28.9% |
| YTD | +42.5% | +29.9% | +12.6% | +32.6% |
| 1Y | +44.9% | +67.8% | -22.9% | +26.6% |
| 3Y | +293.0% | +52.8% | +240.2% | +228.6% |
| 5Y | +497.7% | +31.3% | +466.3% | +401.1% |
| All | +990.2% | +491.7% | +498.5% | +520.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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