+297.8%
IBKR vs IJH
+48.8%
+249.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.3% |
| 7D | -2.0% | -2.7% | +0.7% | +1.1% |
| 30D | -1.3% | -6.2% | +4.9% | +6.1% |
| 3M | 0.0% | -2.7% | +2.7% | +3.2% |
| 6M | +37.4% | +10.8% | +26.5% | +23.3% |
| YTD | +41.5% | +12.3% | +29.2% | +26.2% |
| 1Y | +43.1% | +13.6% | +29.4% | +26.6% |
| 3Y | +297.8% | +48.2% | +249.6% | +205.2% |
| All | +297.8% | +48.8% | +249.0% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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