+1,428.5%
IBKR vs MDY
+431.1%
+997.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.4% |
| 7D | -1.3% | -1.9% | +0.5% | +0.4% |
| 30D | -0.2% | -4.6% | +4.4% | +4.4% |
| 3M | +3.0% | -1.2% | +4.2% | +4.3% |
| 6M | +33.9% | +9.2% | +24.6% | +24.1% |
| YTD | +42.5% | +13.1% | +29.4% | +28.5% |
| 1Y | +44.9% | +13.0% | +31.9% | +31.2% |
| 3Y | +293.0% | +49.2% | +243.8% | +176.6% |
| 5Y | +497.7% | +47.2% | +450.4% | +323.2% |
| 10Y | +1,004.4% | +176.0% | +828.4% | +335.6% |
| All | +1,428.5% | +431.1% | +997.5% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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