+38.5%
IBKR vs IRE
-85.1%
+123.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +2.1% |
| 7D | -1.3% | -4.5% | +3.2% | -1.0% |
| 30D | -0.2% | -7.8% | +7.6% | -0.4% |
| 3M | +3.0% | -60.0% | +63.0% | +6.7% |
| 6M | +33.9% | -48.3% | +82.1% | +28.7% |
| YTD | +42.5% | -54.5% | +97.0% | +31.3% |
| All | +38.5% | -85.1% | +123.6% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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