+990.2%
IBKR vs RMD
+274.3%
+715.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | -1.3% | -4.4% | +3.1% | -0.1% |
| 30D | -0.2% | -3.1% | +2.9% | +0.7% |
| 3M | +3.0% | +13.8% | -10.8% | -1.0% |
| 6M | +33.9% | -8.6% | +42.4% | +36.4% |
| YTD | +42.5% | -8.6% | +51.1% | +45.1% |
| 1Y | +44.9% | -19.7% | +64.5% | +52.7% |
| 3Y | +293.0% | +48.4% | +244.6% | +234.2% |
| 5Y | +497.7% | -22.7% | +520.4% | +514.1% |
| All | +990.2% | +274.3% | +715.9% | +585.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling