+503.6%
IBKR vs ROP
-16.2%
+519.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.3% | -4.6% | +3.3% | +0.4% |
| 30D | -0.2% | -1.7% | +1.5% | +0.3% |
| 3M | +3.0% | +17.1% | -14.1% | -4.8% |
| 6M | +33.9% | +10.9% | +23.0% | +26.4% |
| YTD | +42.5% | -12.1% | +54.6% | +49.5% |
| 1Y | +44.9% | -24.2% | +69.1% | +63.6% |
| 3Y | +293.0% | -20.4% | +313.4% | +331.2% |
| All | +503.6% | -16.2% | +519.8% | +530.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling