+503.6%
IBKR vs RNG
-68.4%
+572.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.3% | -6.1% | +4.7% | -0.6% |
| 30D | -0.2% | +9.6% | -9.8% | -1.4% |
| 3M | +3.0% | +83.3% | -80.4% | -5.4% |
| 6M | +33.9% | +77.9% | -44.1% | +22.6% |
| YTD | +42.5% | +139.9% | -97.4% | +23.8% |
| 1Y | +44.9% | +121.7% | -76.8% | +27.0% |
| 3Y | +293.0% | +121.9% | +171.1% | +233.3% |
| All | +503.6% | -68.4% | +572.0% | +556.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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