+903.6%
IBKR vs P
+494.9%
+408.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | +0.6% | +7.8% | -7.2% | -1.0% |
| 30D | +3.7% | +12.3% | -8.6% | +0.5% |
| 3M | +4.2% | +37.1% | -32.9% | -3.8% |
| 6M | +36.6% | +66.1% | -29.4% | +19.5% |
| YTD | +41.9% | +50.9% | -9.1% | +26.2% |
| 1Y | +49.5% | +27.2% | +22.3% | +35.8% |
| 3Y | +291.3% | +158.7% | +132.7% | +190.9% |
| 5Y | +492.7% | +291.1% | +201.6% | +292.7% |
| 10Y | +994.0% | +715.0% | +279.0% | +500.2% |
| All | +903.6% | +494.9% | +408.6% | +444.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling