+293.0%
IBKR vs IRM
+102.2%
+190.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.5% |
| 7D | -1.3% | -1.4% | +0.1% | -0.8% |
| 30D | -0.2% | -7.4% | +7.2% | +2.5% |
| 3M | +3.0% | -7.4% | +10.3% | +5.6% |
| 6M | +33.9% | +8.7% | +25.2% | +29.8% |
| YTD | +42.5% | +40.9% | +1.6% | +26.5% |
| 1Y | +44.9% | +20.5% | +24.3% | +34.8% |
| 3Y | +293.0% | +101.7% | +191.3% | +242.0% |
| All | +293.0% | +102.2% | +190.8% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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