+1,428.5%
IBKR vs MKSI
+1,088.1%
+340.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.4% |
| 7D | -1.3% | +2.7% | -4.0% | -2.3% |
| 30D | -0.2% | -12.8% | +12.6% | +4.5% |
| 3M | +3.0% | -22.5% | +25.5% | +9.8% |
| 6M | +33.9% | +19.4% | +14.5% | +21.1% |
| YTD | +42.5% | +67.7% | -25.2% | +13.5% |
| 1Y | +44.9% | +131.4% | -86.5% | +1.8% |
| 3Y | +293.0% | +197.3% | +95.7% | +132.3% |
| 5Y | +497.7% | +87.0% | +410.7% | +295.1% |
| 10Y | +1,004.4% | +522.1% | +482.3% | +281.4% |
| All | +1,428.5% | +1,088.1% | +340.4% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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