+1,428.5%
IBKR vs FLR
+34.5%
+1,394.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.9% |
| 7D | -1.3% | -3.5% | +2.1% | -0.5% |
| 30D | -0.2% | +4.2% | -4.4% | -1.4% |
| 3M | +3.0% | +8.1% | -5.1% | +0.1% |
| 6M | +33.9% | +21.5% | +12.3% | +25.3% |
| YTD | +42.5% | +36.8% | +5.7% | +29.4% |
| 1Y | +44.9% | +31.2% | +13.7% | +32.7% |
| 3Y | +293.0% | +53.9% | +239.1% | +232.9% |
| 5Y | +497.7% | +243.0% | +254.6% | +297.0% |
| 10Y | +1,004.4% | +18.8% | +985.6% | +722.7% |
| All | +1,428.5% | +34.5% | +1,394.1% | +856.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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