+966.9%
IBKR vs FN
+927.1%
+39.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.5% | -0.1% |
| 7D | -3.8% | +2.3% | -6.1% | -4.4% |
| 30D | -0.3% | -23.2% | +22.9% | +5.6% |
| 3M | +4.8% | -30.4% | +35.2% | +12.3% |
| 6M | +30.8% | -25.6% | +56.4% | +35.1% |
| YTD | +39.5% | -11.3% | +50.7% | +36.0% |
| 1Y | +43.7% | +8.4% | +35.2% | +32.3% |
| 3Y | +284.7% | +166.2% | +118.4% | +167.0% |
| 5Y | +484.9% | +290.3% | +194.6% | +250.6% |
| All | +966.9% | +927.1% | +39.9% | +388.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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