+995.9%
IBKR vs IR
+274.4%
+721.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | +0.1% |
| 7D | +1.3% | -1.9% | +3.2% | +2.2% |
| 30D | -0.3% | -15.0% | +14.7% | +7.1% |
| 3M | +4.7% | -0.4% | +5.1% | +3.9% |
| 6M | +34.0% | -15.0% | +49.1% | +42.4% |
| YTD | +40.8% | -7.1% | +47.9% | +43.4% |
| 1Y | +45.7% | -7.5% | +53.3% | +48.3% |
| 3Y | +288.4% | +6.3% | +282.1% | +264.7% |
| 5Y | +487.2% | +37.3% | +449.8% | +386.9% |
| All | +995.9% | +274.4% | +721.5% | +550.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling