+44.7%
IBKR vs ROKU
+57.7%
-13.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.2% |
| 7D | -3.3% | -1.3% | -1.9% | -2.8% |
| 30D | +4.5% | +5.9% | -1.4% | +2.5% |
| 3M | +6.5% | +23.9% | -17.4% | -1.5% |
| 6M | +34.2% | +59.6% | -25.4% | +10.8% |
| YTD | +44.5% | +43.4% | +1.0% | +23.1% |
| 1Y | +44.7% | +60.2% | -15.5% | +18.8% |
| All | +44.7% | +57.7% | -13.0% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling