+2,711.5%
IBKR vs FN
+3,620.5%
-909.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.0% |
| 7D | -3.3% | -1.7% | -1.6% | -2.9% |
| 30D | +4.5% | -22.0% | +26.5% | +9.0% |
| 3M | +6.5% | -43.0% | +49.5% | +17.0% |
| 6M | +34.2% | -27.7% | +61.9% | +38.8% |
| YTD | +44.5% | -10.5% | +55.0% | +42.1% |
| 1Y | +44.7% | +12.5% | +32.2% | +35.5% |
| 3Y | +306.7% | +153.8% | +152.9% | +214.1% |
| 5Y | +489.9% | +288.0% | +201.9% | +310.1% |
| 10Y | +1,019.5% | +906.4% | +113.1% | +549.6% |
| All | +2,711.5% | +3,620.5% | -909.1% | +1,235.9% |
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