+990.2%
IBKR vs MSCI
+634.9%
+355.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.7% |
| 7D | -1.3% | -3.2% | +1.9% | -0.1% |
| 30D | -0.2% | -1.1% | +0.9% | +0.1% |
| 3M | +3.0% | -6.3% | +9.3% | +4.6% |
| 6M | +33.9% | +2.1% | +31.7% | +30.9% |
| YTD | +42.5% | -2.3% | +44.8% | +41.2% |
| 1Y | +44.9% | -3.9% | +48.8% | +43.8% |
| 3Y | +293.0% | +7.5% | +285.6% | +263.3% |
| 5Y | +497.7% | -9.8% | +507.4% | +473.6% |
| All | +990.2% | +634.9% | +355.3% | +351.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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