+293.0%
IBKR vs FND
-50.3%
+343.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | -1.3% | -5.8% | +4.4% | -0.5% |
| 30D | -0.2% | -20.2% | +20.0% | +3.0% |
| 3M | +3.0% | -12.0% | +14.9% | +4.1% |
| 6M | +33.9% | -18.5% | +52.4% | +36.3% |
| YTD | +42.5% | -22.3% | +64.8% | +46.4% |
| 1Y | +44.9% | -47.6% | +92.5% | +55.7% |
| 3Y | +293.0% | -49.8% | +342.8% | +309.2% |
| All | +293.0% | -50.3% | +343.3% | +309.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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