+293.0%
IBKR vs HIG
+101.1%
+191.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -1.3% | -1.5% | +0.1% | -0.9% |
| 30D | -0.2% | -0.4% | +0.1% | -0.2% |
| 3M | +3.0% | +6.7% | -3.7% | -0.4% |
| 6M | +33.9% | +2.0% | +31.9% | +31.7% |
| YTD | +42.5% | +0.3% | +42.2% | +40.9% |
| 1Y | +44.9% | +4.2% | +40.7% | +39.9% |
| 3Y | +293.0% | +102.2% | +190.8% | +176.3% |
| All | +293.0% | +101.1% | +191.9% | +176.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling