+293.0%
IBKR vs QS
-24.6%
+317.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.0% |
| 7D | -1.3% | -3.6% | +2.3% | -1.0% |
| 30D | -0.2% | -17.2% | +17.0% | +1.9% |
| 3M | +3.0% | -27.0% | +29.9% | +6.1% |
| 6M | +33.9% | -24.6% | +58.4% | +37.1% |
| YTD | +42.5% | -49.3% | +91.8% | +50.9% |
| 1Y | +44.9% | -40.3% | +85.2% | +51.0% |
| 3Y | +293.0% | -23.8% | +316.8% | +285.5% |
| All | +293.0% | -24.6% | +317.6% | +285.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling