+990.2%
IBKR vs ROK
+357.9%
+632.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.4% |
| 7D | -1.3% | -1.2% | -0.1% | -0.7% |
| 30D | -0.2% | -4.8% | +4.6% | +2.3% |
| 3M | +3.0% | -6.1% | +9.0% | +5.5% |
| 6M | +33.9% | +15.5% | +18.4% | +23.4% |
| YTD | +42.5% | +11.2% | +31.3% | +34.0% |
| 1Y | +44.9% | +23.8% | +21.0% | +29.4% |
| 3Y | +293.0% | +53.1% | +239.9% | +204.2% |
| 5Y | +497.7% | +48.3% | +449.4% | +354.1% |
| All | +990.2% | +357.9% | +632.3% | +347.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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