+10.6%
IBKR vs OMC
+24.5%
-13.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | +0.3% |
| 7D | -6.8% | +12.5% | -19.3% | -7.4% |
| 30D | -12.5% | +16.3% | -28.8% | -13.4% |
| 3M | -12.0% | +8.1% | -20.1% | -12.5% |
| 6M | -4.5% | +17.2% | -21.7% | -5.8% |
| YTD | +21.5% | +11.8% | +9.7% | +18.2% |
| 1Y | +10.6% | +23.9% | -13.3% | +9.1% |
| All | +10.6% | +24.5% | -13.9% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling