+2,382.7%
IBKR vs FN
+2,895.3%
-512.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.3% | +7.9% | +2.0% |
| 7D | +7.9% | +0.3% | +7.6% | +7.6% |
| 30D | -2.8% | -16.5% | +13.7% | +0.1% |
| 3M | -10.5% | -42.1% | +31.7% | -1.8% |
| 6M | -3.7% | -52.9% | +49.2% | +8.2% |
| YTD | +27.6% | -28.0% | +55.5% | +29.6% |
| 1Y | +22.5% | -18.5% | +41.0% | +21.2% |
| 3Y | +307.2% | +93.9% | +213.4% | +228.4% |
| 5Y | +357.7% | +170.5% | +187.2% | +237.6% |
| 10Y | +846.8% | +704.1% | +142.7% | +468.9% |
| All | +2,382.7% | +2,895.3% | -512.5% | +1,118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling