+1,428.5%
IBKR vs FTI
+548.6%
+879.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | -1.3% | -4.4% | +3.0% | 0.0% |
| 30D | -0.2% | +1.5% | -1.7% | -0.7% |
| 3M | +3.0% | +8.2% | -5.2% | 0.0% |
| 6M | +33.9% | +18.8% | +15.0% | +25.8% |
| YTD | +42.5% | +71.7% | -29.2% | +20.0% |
| 1Y | +44.9% | +90.0% | -45.2% | +17.9% |
| 3Y | +293.0% | +270.5% | +22.5% | +157.6% |
| 5Y | +497.7% | +1,084.5% | -586.9% | +162.3% |
| 10Y | +1,004.4% | +302.9% | +701.5% | +468.9% |
| All | +1,428.5% | +548.6% | +879.9% | +423.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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