+1,395.9%
IBKR vs IBN
+370.4%
+1,025.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -3.8% | -5.5% | +1.7% | -2.1% |
| 30D | -0.3% | -3.4% | +3.1% | +0.8% |
| 3M | +4.8% | +8.7% | -3.9% | +2.2% |
| 6M | +30.8% | +3.7% | +27.1% | +29.4% |
| YTD | +39.5% | -2.4% | +41.8% | +40.3% |
| 1Y | +43.7% | -8.1% | +51.7% | +46.7% |
| 3Y | +284.7% | +26.3% | +258.3% | +253.3% |
| 5Y | +484.9% | +54.9% | +430.0% | +403.5% |
| 10Y | +980.8% | +311.8% | +669.0% | +545.9% |
| All | +1,395.9% | +370.4% | +1,025.5% | +478.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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