+1,395.9%
IBKR vs IT
+561.8%
+834.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -3.8% | -12.7% | +8.9% | +0.9% |
| 30D | -0.3% | -8.9% | +8.6% | +2.7% |
| 3M | +4.8% | +10.1% | -5.4% | -2.3% |
| 6M | +30.8% | +7.3% | +23.5% | +21.3% |
| YTD | +39.5% | -32.4% | +71.8% | +52.8% |
| 1Y | +43.7% | -26.6% | +70.3% | +50.9% |
| 3Y | +284.7% | -51.8% | +336.5% | +361.8% |
| 5Y | +484.9% | -45.6% | +530.5% | +553.6% |
| 10Y | +980.8% | +92.4% | +888.4% | +544.4% |
| All | +1,395.9% | +561.8% | +834.1% | +323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling