+1,395.9%
IBKR vs IAG
+172.7%
+1,223.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | -3.8% | -4.1% | +0.3% | -3.6% |
| 30D | -0.3% | +10.6% | -10.9% | -0.9% |
| 3M | +4.8% | +35.4% | -30.6% | +3.0% |
| 6M | +30.8% | -9.5% | +40.3% | +30.9% |
| YTD | +39.5% | +21.8% | +17.6% | +37.5% |
| 1Y | +43.7% | +84.1% | -40.5% | +38.9% |
| 3Y | +284.7% | +817.4% | -532.7% | +244.0% |
| 5Y | +484.9% | +830.1% | -345.2% | +413.2% |
| 10Y | +980.8% | +413.8% | +567.0% | +839.9% |
| All | +1,395.9% | +172.7% | +1,223.2% | +1,026.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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