+817.2%
IBKR vs PR
+86.0%
+731.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.5% |
| 7D | +7.9% | +6.0% | +1.9% | +7.3% |
| 30D | -2.8% | -4.2% | +1.4% | -2.5% |
| 3M | -10.5% | +10.0% | -20.4% | -11.3% |
| 6M | -3.7% | +15.6% | -19.3% | -5.3% |
| YTD | +27.6% | +68.2% | -40.6% | +21.1% |
| 1Y | +22.5% | +79.2% | -56.7% | +15.6% |
| 3Y | +307.2% | +94.9% | +212.3% | +279.8% |
| 5Y | +357.7% | +272.8% | +84.9% | +300.5% |
| All | +817.2% | +86.0% | +731.2% | +834.0% |
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