+628.7%
IBKR vs QS
-46.4%
+675.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.0% |
| 7D | -1.3% | -3.6% | +2.3% | -1.1% |
| 30D | -0.2% | -17.2% | +17.0% | +1.3% |
| 3M | +3.0% | -27.0% | +29.9% | +5.3% |
| 6M | +33.9% | -24.6% | +58.4% | +36.2% |
| YTD | +42.5% | -49.3% | +91.8% | +49.1% |
| 1Y | +44.9% | -40.3% | +85.2% | +48.9% |
| 3Y | +293.0% | -23.8% | +316.8% | +279.7% |
| 5Y | +497.7% | -75.0% | +572.6% | +491.9% |
| All | +628.7% | -46.4% | +675.0% | +608.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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