+288.3%
IBKR vs FN
+173.9%
+114.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | +1.3% | +5.8% | -4.5% | 0.0% |
| 30D | -0.3% | -20.6% | +20.3% | +4.5% |
| 3M | +4.7% | -28.6% | +33.3% | +11.2% |
| 6M | +34.0% | -20.7% | +54.7% | +35.9% |
| YTD | +40.8% | -8.1% | +48.9% | +35.5% |
| 1Y | +45.7% | +13.3% | +32.4% | +32.0% |
| All | +288.3% | +173.9% | +114.4% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling