+503.6%
IBKR vs PSX
+362.1%
+141.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -1.3% | +1.7% | -3.1% | -1.8% |
| 30D | -0.2% | +15.6% | -15.9% | -4.3% |
| 3M | +3.0% | +46.5% | -43.5% | -8.0% |
| 6M | +33.9% | +55.0% | -21.2% | +16.6% |
| YTD | +42.5% | +105.3% | -62.8% | +12.9% |
| 1Y | +44.9% | +101.6% | -56.7% | +15.0% |
| 3Y | +293.0% | +134.1% | +158.9% | +189.5% |
| All | +503.6% | +362.1% | +141.5% | +226.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling