+1,395.9%
IBKR vs NDAQ
+951.3%
+444.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | +0.2% |
| 7D | -3.8% | -6.8% | +3.0% | -0.4% |
| 30D | -0.3% | -3.2% | +2.9% | +1.3% |
| 3M | +4.8% | +6.5% | -1.7% | +0.8% |
| 6M | +30.8% | +5.7% | +25.0% | +26.0% |
| YTD | +39.5% | -4.6% | +44.1% | +41.1% |
| 1Y | +43.7% | -1.6% | +45.2% | +42.8% |
| 3Y | +284.7% | +86.4% | +198.2% | +177.7% |
| 5Y | +484.9% | +50.3% | +434.6% | +363.1% |
| 10Y | +980.8% | +369.0% | +611.8% | +383.4% |
| All | +1,395.9% | +951.3% | +444.6% | +308.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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