+293.0%
IBKR vs MRSH
-4.9%
+297.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.3% | -4.8% | +3.4% | -1.0% |
| 30D | -0.2% | -6.3% | +6.1% | +0.3% |
| 3M | +3.0% | +5.8% | -2.9% | +1.5% |
| 6M | +33.9% | +2.8% | +31.1% | +32.5% |
| YTD | +42.5% | -3.1% | +45.6% | +42.6% |
| 1Y | +44.9% | -11.3% | +56.1% | +49.8% |
| 3Y | +293.0% | -5.0% | +298.0% | +296.7% |
| All | +293.0% | -4.9% | +297.9% | +296.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling