+990.2%
IBKR vs PR
+87.6%
+902.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.2% |
| 7D | -1.3% | +1.8% | -3.1% | -1.5% |
| 30D | -0.2% | +10.9% | -11.1% | -1.2% |
| 3M | +3.0% | +24.5% | -21.6% | +0.8% |
| 6M | +33.9% | +25.0% | +8.9% | +30.7% |
| YTD | +42.5% | +72.4% | -29.9% | +35.2% |
| 1Y | +44.9% | +77.2% | -32.4% | +36.9% |
| 3Y | +293.0% | +90.5% | +202.5% | +267.1% |
| 5Y | +497.7% | +423.5% | +74.1% | +412.0% |
| All | +990.2% | +87.6% | +902.6% | +970.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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