+503.6%
IBKR vs NYT
+38.8%
+464.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -1.3% | -0.6% | -0.8% | -1.2% |
| 30D | -0.2% | +4.6% | -4.8% | -1.3% |
| 3M | +3.0% | -9.6% | +12.5% | +4.8% |
| 6M | +33.9% | -14.0% | +47.9% | +37.8% |
| YTD | +42.5% | -2.8% | +45.3% | +41.6% |
| 1Y | +44.9% | +15.6% | +29.3% | +36.8% |
| 3Y | +293.0% | +56.3% | +236.7% | +228.9% |
| All | +503.6% | +38.8% | +464.8% | +357.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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