+44.7%
IBKR vs ROP
-21.5%
+66.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.2% |
| 7D | -3.3% | -4.4% | +1.2% | -3.1% |
| 30D | +4.5% | +3.2% | +1.2% | +4.5% |
| 3M | +6.5% | +23.1% | -16.6% | +3.7% |
| 6M | +34.2% | +13.3% | +20.9% | +32.4% |
| YTD | +44.5% | -7.9% | +52.3% | +44.5% |
| 1Y | +44.7% | -22.1% | +66.8% | +50.2% |
| All | +44.7% | -21.5% | +66.2% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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