+353.8%
IBKR vs RF
+47.5%
+306.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | 0.0% |
| 7D | +7.9% | +1.9% | +5.9% | +6.8% |
| 30D | -2.8% | +7.3% | -10.1% | -6.2% |
| 3M | -10.5% | -7.9% | -2.5% | -6.8% |
| 6M | -3.7% | +10.5% | -14.2% | -8.9% |
| YTD | +27.6% | +9.6% | +17.9% | +21.2% |
| 1Y | +22.5% | +20.3% | +2.2% | +11.2% |
| 3Y | +307.2% | +119.5% | +187.7% | +179.8% |
| All | +353.8% | +47.5% | +306.4% | +268.4% |
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