+503.6%
IBKR vs RL
+232.4%
+271.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.9% |
| 3M | +3.0% | -13.6% | +16.5% | +8.4% |
| 6M | +33.9% | +0.6% | +33.3% | +31.8% |
| YTD | +42.5% | -3.6% | +46.1% | +42.8% |
| 1Y | +44.9% | +8.3% | +36.5% | +38.2% |
| 3Y | +293.0% | +204.8% | +88.2% | +155.7% |
| All | +503.6% | +232.4% | +271.2% | +268.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling