+293.0%
IBKR vs MKTX
-25.3%
+318.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.4% |
| 30D | -0.2% | +0.7% | -1.0% | -0.2% |
| 3M | +3.0% | +40.8% | -37.8% | +5.0% |
| 6M | +33.9% | -8.0% | +41.9% | +31.4% |
| YTD | +42.5% | -8.7% | +51.2% | +39.6% |
| 1Y | +44.9% | -11.8% | +56.7% | +41.7% |
| 3Y | +293.0% | -24.0% | +317.0% | +276.1% |
| All | +293.0% | -25.3% | +318.3% | +276.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling