+786.4%
IBKR vs PR
+164.4%
+622.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.6% |
| 7D | +11.8% | +6.7% | +5.1% | +11.2% |
| 30D | -7.0% | -6.1% | -0.9% | -6.6% |
| 3M | -11.2% | +6.9% | -18.0% | -11.8% |
| 6M | -3.7% | +14.6% | -18.3% | -5.1% |
| YTD | +26.8% | +66.1% | -39.3% | +20.6% |
| 1Y | +12.3% | +77.0% | -64.7% | +6.2% |
| 3Y | +301.2% | +93.8% | +207.4% | +274.6% |
| 5Y | +355.1% | +268.2% | +86.8% | +299.2% |
| 10Y | +841.5% | +82.3% | +759.1% | +812.9% |
| All | +786.4% | +164.4% | +622.0% | +763.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling