+2,670.0%
IBKR vs INDA
+109.4%
+2,560.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | -1.3% | -2.7% | +1.3% | 0.0% |
| 30D | -0.2% | -2.8% | +2.5% | +1.2% |
| 3M | +3.0% | +1.6% | +1.3% | +2.2% |
| 6M | +33.9% | -1.4% | +35.3% | +35.2% |
| YTD | +42.5% | -10.1% | +52.6% | +50.5% |
| 1Y | +44.9% | -8.8% | +53.6% | +51.8% |
| 3Y | +293.0% | +7.6% | +285.4% | +279.5% |
| 5Y | +497.7% | +5.8% | +491.9% | +482.1% |
| 10Y | +1,004.4% | +84.0% | +920.4% | +726.8% |
| All | +2,670.0% | +109.4% | +2,560.6% | +1,847.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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