+1,410.3%
IBKR vs M
-7.2%
+1,417.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +0.3% |
| 7D | +1.3% | -4.1% | +5.4% | +2.3% |
| 30D | -0.3% | -13.6% | +13.3% | +3.1% |
| 3M | +4.7% | -2.3% | +7.0% | +4.7% |
| 6M | +34.0% | +21.9% | +12.1% | +26.7% |
| YTD | +40.8% | -0.6% | +41.4% | +39.2% |
| 1Y | +45.7% | +29.7% | +16.0% | +34.4% |
| 3Y | +288.4% | +107.3% | +181.1% | +199.6% |
| 5Y | +487.2% | +20.5% | +466.7% | +383.4% |
| 10Y | +991.2% | -6.1% | +997.3% | +679.0% |
| All | +1,410.3% | -7.2% | +1,417.5% | +583.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling