+288.3%
IBKR vs RF
+87.8%
+200.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +1.3% | -0.1% | +1.4% | +1.4% |
| 30D | -0.3% | -4.0% | +3.7% | +1.7% |
| 3M | +4.7% | +5.6% | -0.9% | +1.5% |
| 6M | +34.0% | +13.1% | +21.0% | +25.1% |
| YTD | +40.8% | +13.6% | +27.2% | +31.4% |
| 1Y | +45.7% | +16.0% | +29.8% | +34.4% |
| All | +288.3% | +87.8% | +200.5% | +217.7% |
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