+596.3%
IBKR vs ROIV
+288.8%
+307.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | -1.3% | +16.9% | -18.2% | -3.3% |
| 30D | -0.2% | +12.9% | -13.1% | -1.8% |
| 3M | +3.0% | +37.3% | -34.3% | -1.0% |
| 6M | +33.9% | +38.0% | -4.1% | +28.5% |
| YTD | +42.5% | +88.1% | -45.6% | +32.0% |
| 1Y | +44.9% | +183.3% | -138.4% | +28.8% |
| 3Y | +293.0% | +254.6% | +38.4% | +237.9% |
| 5Y | +497.7% | +309.8% | +187.8% | +364.4% |
| All | +596.3% | +288.8% | +307.5% | +446.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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