+990.2%
IBKR vs IT
+103.1%
+887.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.1% | +0.7% |
| 7D | -1.3% | -3.7% | +2.3% | -0.4% |
| 30D | -0.2% | +0.1% | -0.3% | -0.5% |
| 3M | +3.0% | +20.7% | -17.7% | -5.1% |
| 6M | +33.9% | +12.0% | +21.9% | +24.9% |
| YTD | +42.5% | -28.8% | +71.3% | +53.6% |
| 1Y | +44.9% | -25.5% | +70.4% | +52.4% |
| 3Y | +293.0% | -48.8% | +341.8% | +362.2% |
| 5Y | +497.7% | -42.7% | +540.4% | +556.4% |
| All | +990.2% | +103.1% | +887.1% | +613.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling