+1,024.6%
IBKR vs FTV
+82.6%
+942.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | +0.4% |
| 7D | -3.8% | -5.2% | +1.4% | -0.9% |
| 30D | -0.3% | -11.5% | +11.2% | +6.8% |
| 3M | +4.8% | -9.0% | +13.8% | +10.1% |
| 6M | +30.8% | -2.0% | +32.8% | +31.1% |
| YTD | +39.5% | -0.9% | +40.4% | +37.7% |
| 1Y | +43.7% | +14.8% | +28.9% | +29.6% |
| 3Y | +284.7% | -5.5% | +290.2% | +283.8% |
| 5Y | +484.9% | -1.9% | +486.8% | +460.3% |
| 10Y | +980.8% | +78.2% | +902.6% | +623.6% |
| All | +1,024.6% | +82.6% | +942.0% | +636.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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