+966.9%
IBKR vs IP
+18.1%
+948.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | -3.8% | -5.9% | +2.1% | -1.6% |
| 30D | -0.3% | -17.0% | +16.7% | +6.9% |
| 3M | +4.8% | +8.9% | -4.1% | +0.4% |
| 6M | +30.8% | -10.0% | +40.7% | +33.6% |
| YTD | +39.5% | -9.8% | +49.2% | +41.6% |
| 1Y | +43.7% | -22.6% | +66.2% | +53.8% |
| 3Y | +284.7% | +13.1% | +271.6% | +239.0% |
| 5Y | +484.9% | -22.3% | +507.2% | +501.2% |
| All | +966.9% | +18.1% | +948.8% | +717.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling