+37.9%
IBKR vs IRE
-82.8%
+120.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.2% | -12.0% | -2.7% |
| 7D | +0.6% | +58.9% | -58.3% | -3.8% |
| 30D | +3.7% | +17.2% | -13.5% | +1.0% |
| 3M | +4.2% | -58.6% | +62.9% | +7.4% |
| 6M | +36.6% | -23.5% | +60.1% | +26.4% |
| YTD | +41.9% | -47.4% | +89.3% | +29.0% |
| All | +37.9% | -82.8% | +120.7% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling