+293.0%
IBKR vs IR
+4.8%
+288.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -1.3% | -4.5% | +3.1% | +0.8% |
| 30D | -0.2% | -13.9% | +13.7% | +6.9% |
| 3M | +3.0% | -0.3% | +3.3% | +1.8% |
| 6M | +33.9% | -14.3% | +48.2% | +42.1% |
| YTD | +42.5% | -7.9% | +50.4% | +45.4% |
| 1Y | +44.9% | -9.9% | +54.8% | +49.1% |
| 3Y | +293.0% | +6.5% | +286.5% | +256.4% |
| All | +293.0% | +4.8% | +288.3% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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