+1,410.3%
IBKR vs RL
+385.3%
+1,025.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | +0.5% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | -0.3% | -17.5% | +17.2% | +7.0% |
| 3M | +4.7% | -14.0% | +18.7% | +10.2% |
| 6M | +34.0% | -2.0% | +36.0% | +33.5% |
| YTD | +40.8% | -4.6% | +45.4% | +41.7% |
| 1Y | +45.7% | +9.5% | +36.2% | +38.9% |
| 3Y | +288.4% | +200.5% | +87.9% | +148.6% |
| 5Y | +487.2% | +226.3% | +260.9% | +251.5% |
| 10Y | +991.2% | +304.8% | +686.4% | +434.0% |
| All | +1,410.3% | +385.3% | +1,025.0% | +344.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling