+1,410.3%
IBKR vs ROL
+1,393.2%
+17.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | +1.3% | -3.3% | +4.6% | +2.7% |
| 30D | -0.3% | -7.2% | +6.9% | +2.6% |
| 3M | +4.7% | -27.0% | +31.6% | +17.9% |
| 6M | +34.0% | -39.5% | +73.5% | +62.4% |
| YTD | +40.8% | -41.8% | +82.6% | +72.6% |
| 1Y | +45.7% | -38.9% | +84.6% | +74.0% |
| 3Y | +288.4% | -0.4% | +288.7% | +268.1% |
| 5Y | +487.2% | -4.2% | +491.4% | +448.4% |
| 10Y | +991.2% | +208.2% | +783.0% | +464.3% |
| All | +1,410.3% | +1,393.2% | +17.1% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling