+593.3%
IBKR vs ROIV
+295.0%
+298.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.5% | -3.9% |
| 7D | +0.6% | +20.2% | -19.5% | -1.6% |
| 30D | +3.7% | +14.1% | -10.5% | +1.9% |
| 3M | +4.2% | +45.6% | -41.4% | -0.4% |
| 6M | +36.6% | +44.1% | -7.5% | +30.5% |
| YTD | +41.9% | +91.2% | -49.3% | +31.2% |
| 1Y | +49.5% | +221.3% | -171.8% | +31.2% |
| 3Y | +291.3% | +229.2% | +62.1% | +238.3% |
| 5Y | +492.7% | +316.5% | +176.2% | +359.7% |
| All | +593.3% | +295.0% | +298.2% | +443.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling