+2,983.2%
IBKR vs FIVE
+875.3%
+2,107.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | +0.6% | +3.7% | -3.0% | -0.2% |
| 30D | +3.7% | +4.0% | -0.3% | +2.6% |
| 3M | +4.2% | +36.2% | -32.0% | -2.9% |
| 6M | +36.6% | +18.0% | +18.6% | +30.7% |
| YTD | +41.9% | +34.9% | +7.0% | +31.9% |
| 1Y | +49.5% | +67.9% | -18.4% | +32.4% |
| 3Y | +291.3% | +57.3% | +234.0% | +231.1% |
| 5Y | +492.7% | +39.5% | +453.1% | +399.8% |
| 10Y | +994.0% | +496.4% | +497.6% | +573.7% |
| All | +2,983.2% | +875.3% | +2,107.9% | +1,677.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling