+990.2%
IBKR vs M
-3.0%
+993.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.5% | +0.7% |
| 7D | -1.3% | -4.2% | +2.9% | -0.6% |
| 30D | -0.2% | -7.2% | +7.0% | +1.1% |
| 3M | +3.0% | -11.1% | +14.1% | +4.9% |
| 6M | +33.9% | +28.8% | +5.1% | +26.6% |
| YTD | +42.5% | +2.0% | +40.5% | +40.5% |
| 1Y | +44.9% | +31.3% | +13.6% | +35.6% |
| 3Y | +293.0% | +119.1% | +173.9% | +217.3% |
| 5Y | +497.7% | +29.7% | +468.0% | +410.1% |
| All | +990.2% | -3.0% | +993.2% | +706.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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