+484.9%
IBKR vs ROIV
+310.6%
+174.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | -3.8% | +19.0% | -22.8% | -5.9% |
| 30D | -0.3% | +16.1% | -16.5% | -2.2% |
| 3M | +4.8% | +44.1% | -39.3% | +0.2% |
| 6M | +30.8% | +37.8% | -7.1% | +25.5% |
| YTD | +39.5% | +88.7% | -49.2% | +29.2% |
| 1Y | +43.7% | +197.3% | -153.7% | +27.0% |
| 3Y | +284.7% | +224.9% | +59.7% | +232.9% |
| 5Y | +484.9% | +311.0% | +173.9% | +334.7% |
| All | +484.9% | +310.6% | +174.3% | +334.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling