+293.0%
IBKR vs RL
+202.0%
+91.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -1.3% | -3.4% | +2.1% | 0.0% |
| 30D | -0.2% | -14.4% | +14.2% | +6.1% |
| 3M | +3.0% | -13.6% | +16.5% | +8.6% |
| 6M | +33.9% | +0.6% | +33.3% | +31.5% |
| YTD | +42.5% | -3.6% | +46.1% | +42.6% |
| 1Y | +44.9% | +8.3% | +36.5% | +37.6% |
| 3Y | +293.0% | +204.8% | +88.2% | +200.2% |
| All | +293.0% | +202.0% | +91.0% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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