+484.9%
IBKR vs P
+257.7%
+227.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.2% |
| 7D | -3.8% | -4.1% | +0.3% | -2.9% |
| 30D | -0.3% | -14.0% | +13.7% | +2.8% |
| 3M | +4.8% | +41.4% | -36.7% | -4.8% |
| 6M | +30.8% | +54.2% | -23.4% | +14.7% |
| YTD | +39.5% | +40.4% | -1.0% | +24.4% |
| 1Y | +43.7% | +16.0% | +27.7% | +31.5% |
| 3Y | +284.7% | +140.7% | +144.0% | +179.4% |
| 5Y | +484.9% | +256.3% | +228.6% | +273.9% |
| All | +484.9% | +257.7% | +227.2% | +273.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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