+35.5%
IBKR vs IRE
-85.3%
+120.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.9% | -0.2% |
| 7D | -3.8% | +7.9% | -11.7% | -4.7% |
| 30D | -0.3% | +9.3% | -9.6% | -2.2% |
| 3M | +4.8% | -52.3% | +57.1% | +6.7% |
| 6M | +30.8% | -38.5% | +69.3% | +23.5% |
| YTD | +39.5% | -54.8% | +94.3% | +28.6% |
| All | +35.5% | -85.3% | +120.8% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling