+503.6%
IBKR vs M
+28.6%
+475.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.5% | +0.6% |
| 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% | +5.0% |
| 6M | +33.9% | +28.8% | +5.1% | +26.3% |
| YTD | +42.5% | +2.0% | +40.5% | +40.4% |
| 1Y | +44.9% | +31.3% | +13.6% | +35.1% |
| 3Y | +293.0% | +119.1% | +173.9% | +209.9% |
| All | +503.6% | +28.6% | +475.0% | +409.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling