+365.8%
IBKR vs PL
+40.9%
+324.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +7.9% | +10.0% | -2.2% | +6.4% |
| 30D | -2.8% | -2.3% | -0.5% | -2.7% |
| 3M | -10.5% | -44.2% | +33.7% | -4.1% |
| 6M | -3.7% | -66.1% | +62.4% | +8.1% |
| YTD | +27.6% | -30.0% | +57.5% | +27.8% |
| 1Y | +22.5% | +21.0% | +1.5% | +13.2% |
| 3Y | +307.2% | +516.5% | -209.3% | +182.0% |
| 5Y | +357.7% | +32.0% | +325.6% | +252.2% |
| All | +365.8% | +40.9% | +324.9% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling