+990.2%
IBKR vs IVZ
+65.9%
+924.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | -1.3% | -2.4% | +1.0% | -0.3% |
| 30D | -0.2% | +3.0% | -3.3% | -1.4% |
| 3M | +3.0% | +14.9% | -11.9% | -3.0% |
| 6M | +33.9% | +36.7% | -2.9% | +17.2% |
| YTD | +42.5% | +25.7% | +16.8% | +29.2% |
| 1Y | +44.9% | +47.7% | -2.8% | +23.0% |
| 3Y | +293.0% | +138.8% | +154.2% | +166.8% |
| 5Y | +497.7% | +62.1% | +435.6% | +358.7% |
| All | +990.2% | +65.9% | +924.3% | +703.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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