+990.2%
IBKR vs MKTX
+5.0%
+985.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -0.2% | +0.7% | -1.0% | -0.3% |
| 3M | +3.0% | +40.8% | -37.8% | -3.5% |
| 6M | +33.9% | -8.0% | +41.9% | +34.9% |
| YTD | +42.5% | -8.7% | +51.2% | +43.6% |
| 1Y | +44.9% | -11.8% | +56.7% | +46.6% |
| 3Y | +293.0% | -24.0% | +317.0% | +294.7% |
| 5Y | +497.7% | -60.3% | +558.0% | +594.4% |
| All | +990.2% | +5.0% | +985.2% | +748.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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