+484.9%
IBKR vs MSCI
-11.6%
+496.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -3.8% | -4.7% | +0.9% | -2.3% |
| 30D | -0.3% | -2.2% | +1.9% | +0.3% |
| 3M | +4.8% | -9.7% | +14.5% | +7.5% |
| 6M | +30.8% | +0.3% | +30.5% | +28.9% |
| YTD | +39.5% | -3.5% | +43.0% | +38.8% |
| 1Y | +43.7% | -1.4% | +45.0% | +41.1% |
| 3Y | +284.7% | +6.6% | +278.1% | +259.5% |
| 5Y | +484.9% | -10.9% | +495.8% | +442.6% |
| All | +484.9% | -11.6% | +496.5% | +442.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling