+1,300.1%
IBKR vs QSR
+205.8%
+1,094.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -1.3% | -4.0% | +2.7% | 0.0% |
| 30D | -0.2% | +2.8% | -3.0% | -1.2% |
| 3M | +3.0% | +5.1% | -2.1% | +0.8% |
| 6M | +33.9% | +8.8% | +25.1% | +29.0% |
| YTD | +42.5% | +14.8% | +27.7% | +34.3% |
| 1Y | +44.9% | +25.7% | +19.1% | +31.6% |
| 3Y | +293.0% | +27.5% | +265.5% | +247.1% |
| 5Y | +497.7% | +41.3% | +456.4% | +402.0% |
| 10Y | +1,004.4% | +133.8% | +870.6% | +620.5% |
| All | +1,300.1% | +205.8% | +1,094.4% | +729.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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