+503.6%
IBKR vs RF
+87.6%
+416.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | -1.3% | -1.0% | -0.4% | -0.9% |
| 30D | -0.2% | -3.7% | +3.5% | +1.6% |
| 3M | +3.0% | +5.3% | -2.4% | 0.0% |
| 6M | +33.9% | +17.2% | +16.6% | +22.9% |
| YTD | +42.5% | +14.5% | +28.0% | +32.5% |
| 1Y | +44.9% | +15.9% | +28.9% | +33.7% |
| 3Y | +293.0% | +91.2% | +201.8% | +184.2% |
| All | +503.6% | +87.6% | +416.0% | +311.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling