+506.0%
IBKR vs REPL
-9.7%
+515.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | +1.3% | -9.6% | +10.9% | +1.6% |
| 30D | -0.3% | +5.7% | -6.0% | -0.6% |
| 3M | +4.7% | +56.4% | -51.7% | +1.5% |
| 6M | +34.0% | +67.4% | -33.4% | +25.2% |
| YTD | +40.8% | +48.7% | -7.9% | +31.9% |
| 1Y | +45.7% | +148.3% | -102.5% | +30.0% |
| 3Y | +288.4% | -26.7% | +315.0% | +238.2% |
| 5Y | +487.2% | -54.1% | +541.3% | +416.9% |
| All | +506.0% | -9.7% | +515.7% | +329.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling