+307.2%
IBKR vs RF
+119.8%
+187.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | -0.1% |
| 7D | +7.9% | +1.9% | +5.9% | +6.7% |
| 30D | -2.8% | +7.3% | -10.1% | -6.5% |
| 3M | -10.5% | -7.9% | -2.5% | -6.5% |
| 6M | -3.7% | +10.5% | -14.2% | -9.5% |
| YTD | +27.6% | +9.6% | +17.9% | +20.5% |
| 1Y | +22.5% | +20.3% | +2.2% | +10.1% |
| 3Y | +307.2% | +119.5% | +187.7% | +240.2% |
| All | +307.2% | +119.8% | +187.4% | +240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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