+2.0%
IBKR vs MRSH
+17.6%
-15.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.2% | -6.7% |
| 7D | -11.1% | +6.3% | -17.3% | -9.5% |
| 30D | -19.7% | +21.9% | -41.7% | -15.4% |
| 3M | -18.0% | +9.4% | -27.3% | -15.8% |
| 6M | -13.2% | +25.9% | -39.1% | -8.1% |
| YTD | +13.4% | +14.7% | -1.3% | +16.9% |
| 1Y | +2.0% | +19.3% | -17.3% | +6.0% |
| All | +2.0% | +17.6% | -15.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling