+1,428.5%
IBKR vs O
+473.9%
+954.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.3% | -2.9% | +1.5% | -0.2% |
| 30D | -0.2% | -4.5% | +4.3% | +1.5% |
| 3M | +3.0% | -2.6% | +5.6% | +3.6% |
| 6M | +33.9% | -5.6% | +39.5% | +36.1% |
| YTD | +42.5% | +9.3% | +33.2% | +36.5% |
| 1Y | +44.9% | +4.3% | +40.6% | +41.2% |
| 3Y | +293.0% | +27.4% | +265.6% | +246.4% |
| 5Y | +497.7% | +17.1% | +480.6% | +439.7% |
| 10Y | +1,004.4% | +53.7% | +950.7% | +726.8% |
| All | +1,428.5% | +473.9% | +954.6% | +400.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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