+990.2%
IBKR vs HUM
+152.7%
+837.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.7% |
| 7D | -1.3% | +2.1% | -3.4% | -1.8% |
| 30D | -0.2% | +5.4% | -5.6% | -1.4% |
| 3M | +3.0% | +11.4% | -8.5% | +0.3% |
| 6M | +33.9% | +141.5% | -107.6% | +9.0% |
| YTD | +42.5% | +61.2% | -18.7% | +26.0% |
| 1Y | +44.9% | +49.2% | -4.3% | +29.4% |
| 3Y | +293.0% | -9.0% | +302.0% | +286.5% |
| 5Y | +497.7% | +7.2% | +490.5% | +437.8% |
| All | +990.2% | +152.7% | +837.5% | +604.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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