+44.7%
IBKR vs IP
-18.9%
+63.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | -3.3% | -5.3% | +2.0% | -2.1% |
| 30D | +4.5% | -10.9% | +15.3% | +7.1% |
| 3M | +6.5% | +11.2% | -4.7% | +3.5% |
| 6M | +34.2% | -10.2% | +44.4% | +36.2% |
| YTD | +44.5% | -2.0% | +46.4% | +45.2% |
| 1Y | +44.7% | -19.1% | +63.8% | +49.9% |
| All | +44.7% | -18.9% | +63.6% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling