+29.1%
IBKR vs FPS
+12.3%
+16.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.8% | +0.4% |
| 7D | -3.8% | -4.6% | +0.8% | -2.8% |
| 30D | -0.3% | -22.6% | +22.3% | +5.8% |
| 3M | +4.8% | -45.1% | +49.9% | +18.5% |
| 6M | +30.8% | -17.8% | +48.6% | +29.6% |
| All | +29.1% | +12.3% | +16.8% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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