+1,612.8%
IBKR vs MSCI
+2,664.3%
-1,051.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -1.0% |
| 7D | +1.3% | -1.1% | +2.4% | +1.7% |
| 30D | -0.3% | -1.2% | +0.8% | 0.0% |
| 3M | +4.7% | -8.4% | +13.1% | +7.3% |
| 6M | +34.0% | -1.0% | +35.1% | +32.7% |
| YTD | +40.8% | -2.3% | +43.1% | +39.6% |
| 1Y | +45.7% | -1.2% | +46.9% | +43.0% |
| 3Y | +288.4% | +7.9% | +280.4% | +259.1% |
| 5Y | +487.2% | -10.1% | +497.2% | +466.7% |
| 10Y | +991.2% | +631.0% | +360.3% | +320.6% |
| All | +1,612.8% | +2,664.3% | -1,051.5% | +251.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling