+1,280.0%
IBKR vs IP
+103.4%
+1,176.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.7% | +6.8% |
| 7D | +5.9% | -2.8% | +8.7% | +7.1% |
| 30D | -6.1% | +9.2% | -15.3% | -9.4% |
| 3M | -8.0% | -16.1% | +8.1% | -2.2% |
| 6M | -2.7% | +9.6% | -12.2% | -7.5% |
| YTD | +28.7% | -8.8% | +37.4% | +29.6% |
| 1Y | +16.9% | -5.5% | +22.4% | +16.0% |
| 3Y | +306.9% | +19.6% | +287.3% | +253.8% |
| 5Y | +363.0% | -13.5% | +376.4% | +350.0% |
| 10Y | +854.9% | +22.4% | +832.5% | +669.8% |
| All | +1,280.0% | +103.4% | +1,176.6% | +735.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling