+1,428.5%
IBKR vs OMC
+161.7%
+1,266.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.5% |
| 7D | -1.3% | -4.4% | +3.0% | +0.8% |
| 30D | -0.2% | -7.6% | +7.4% | +3.5% |
| 3M | +3.0% | +4.5% | -1.6% | -0.5% |
| 6M | +33.9% | -0.3% | +34.1% | +32.1% |
| YTD | +42.5% | -0.1% | +42.6% | +38.1% |
| 1Y | +44.9% | +4.6% | +40.2% | +35.5% |
| 3Y | +293.0% | +10.5% | +282.5% | +244.8% |
| 5Y | +497.7% | +31.7% | +465.9% | +360.8% |
| 10Y | +1,004.4% | +33.5% | +970.9% | +679.2% |
| All | +1,428.5% | +161.7% | +1,266.9% | +458.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling