+293.0%
IBKR vs OMC
+10.5%
+282.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.3% |
| 7D | -1.3% | -4.4% | +3.0% | -0.4% |
| 30D | -0.2% | -7.6% | +7.4% | +1.3% |
| 3M | +3.0% | +4.5% | -1.6% | +1.4% |
| 6M | +33.9% | -0.3% | +34.1% | +33.2% |
| YTD | +42.5% | -0.1% | +42.6% | +41.4% |
| 1Y | +44.9% | +4.6% | +40.2% | +41.4% |
| 3Y | +293.0% | +10.5% | +282.5% | +267.2% |
| All | +293.0% | +10.5% | +282.5% | +267.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling