+503.6%
IBKR vs ROL
-5.1%
+508.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -1.3% | -3.2% | +1.8% | -0.8% |
| 30D | -0.2% | -4.9% | +4.7% | +0.6% |
| 3M | +3.0% | -25.8% | +28.8% | +8.4% |
| 6M | +33.9% | -37.6% | +71.4% | +46.0% |
| YTD | +42.5% | -41.5% | +84.0% | +57.4% |
| 1Y | +44.9% | -39.5% | +84.3% | +58.5% |
| 3Y | +293.0% | +0.1% | +292.9% | +276.6% |
| All | +503.6% | -5.1% | +508.7% | +454.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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