+990.2%
IBKR vs IDXX
+360.5%
+629.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -1.3% | -5.7% | +4.4% | +0.5% |
| 30D | -0.2% | -11.5% | +11.3% | +3.6% |
| 3M | +3.0% | -9.5% | +12.5% | +5.7% |
| 6M | +33.9% | -16.0% | +49.8% | +40.5% |
| YTD | +42.5% | -25.4% | +67.9% | +55.1% |
| 1Y | +44.9% | -21.8% | +66.6% | +54.9% |
| 3Y | +293.0% | +7.0% | +286.0% | +265.6% |
| 5Y | +497.7% | -26.0% | +523.6% | +510.9% |
| All | +990.2% | +360.5% | +629.7% | +512.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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