+1,395.9%
IBKR vs IRM
+992.1%
+403.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.2% |
| 7D | -3.8% | -1.8% | -2.0% | -3.2% |
| 30D | -0.3% | -7.8% | +7.4% | +2.5% |
| 3M | +4.8% | -7.9% | +12.6% | +7.7% |
| 6M | +30.8% | +6.3% | +24.5% | +27.6% |
| YTD | +39.5% | +38.2% | +1.3% | +23.6% |
| 1Y | +43.7% | +19.8% | +23.8% | +33.6% |
| 3Y | +284.7% | +98.8% | +185.9% | +191.7% |
| 5Y | +484.9% | +191.8% | +293.1% | +276.5% |
| 10Y | +980.8% | +428.8% | +552.1% | +418.2% |
| All | +1,395.9% | +992.1% | +403.8% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling