+44.9%
IBKR vs PSX
+103.3%
-58.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | -1.3% | +1.7% | -3.1% | -1.3% |
| 30D | -0.2% | +15.6% | -15.9% | -0.1% |
| 3M | +3.0% | +46.5% | -43.5% | +3.1% |
| 6M | +33.9% | +55.0% | -21.2% | +32.6% |
| YTD | +42.5% | +105.3% | -62.8% | +32.1% |
| 1Y | +44.9% | +101.6% | -56.7% | +33.5% |
| All | +44.9% | +103.3% | -58.4% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling