+990.2%
IBKR vs HIG
+313.7%
+676.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -1.3% | -1.5% | +0.1% | -0.7% |
| 30D | -0.2% | -0.4% | +0.1% | -0.2% |
| 3M | +3.0% | +6.7% | -3.7% | -0.8% |
| 6M | +33.9% | +2.0% | +31.9% | +31.3% |
| YTD | +42.5% | +0.3% | +42.2% | +40.4% |
| 1Y | +44.9% | +4.2% | +40.7% | +39.6% |
| 3Y | +293.0% | +102.2% | +190.8% | +175.1% |
| 5Y | +497.7% | +118.5% | +379.1% | +303.2% |
| All | +990.2% | +313.7% | +676.5% | +393.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling