+990.2%
IBKR vs RRC
+4.9%
+985.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.4% |
| 7D | -1.3% | -1.8% | +0.4% | -1.1% |
| 30D | -0.2% | +2.7% | -2.9% | -0.7% |
| 3M | +3.0% | +8.8% | -5.9% | +1.4% |
| 6M | +33.9% | -1.2% | +35.0% | +33.3% |
| YTD | +42.5% | +17.6% | +24.9% | +37.9% |
| 1Y | +44.9% | +18.4% | +26.4% | +39.8% |
| 3Y | +293.0% | +33.1% | +259.9% | +270.9% |
| 5Y | +497.7% | +148.2% | +349.5% | +403.7% |
| All | +990.2% | +4.9% | +985.3% | +770.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling