+503.6%
IBKR vs IRM
+197.3%
+306.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.5% |
| 7D | -1.3% | -1.4% | +0.1% | -0.9% |
| 30D | -0.2% | -7.4% | +7.2% | +2.3% |
| 3M | +3.0% | -7.4% | +10.3% | +5.4% |
| 6M | +33.9% | +8.7% | +25.2% | +30.1% |
| YTD | +42.5% | +40.9% | +1.6% | +27.5% |
| 1Y | +44.9% | +20.5% | +24.3% | +35.6% |
| 3Y | +293.0% | +101.7% | +191.3% | +211.2% |
| All | +503.6% | +197.3% | +306.3% | +336.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling