-3.7%
IBKR vs RF
+9.0%
-12.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.1% |
| 7D | +7.9% | +1.9% | +5.9% | +7.1% |
| 30D | -2.8% | +7.3% | -10.1% | -5.1% |
| 3M | -10.5% | -7.9% | -2.5% | -9.2% |
| 6M | -3.7% | +10.5% | -14.2% | -5.5% |
| All | -3.7% | +9.0% | -12.7% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling