+513.3%
IBKR vs REPL
-19.2%
+532.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.3% |
| 7D | -1.3% | -14.1% | +12.7% | -0.9% |
| 30D | -0.2% | -15.2% | +15.0% | +0.3% |
| 3M | +3.0% | +49.9% | -46.9% | 0.0% |
| 6M | +33.9% | +63.5% | -29.7% | +25.0% |
| YTD | +42.5% | +32.9% | +9.6% | +33.9% |
| 1Y | +44.9% | +115.0% | -70.1% | +30.0% |
| 3Y | +293.0% | -34.7% | +327.7% | +243.7% |
| 5Y | +497.7% | -59.7% | +557.3% | +428.9% |
| All | +513.3% | -19.2% | +532.6% | +336.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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