+503.6%
IBKR vs RRC
+142.8%
+360.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | -1.3% | -1.8% | +0.4% | -1.0% |
| 30D | -0.2% | +2.7% | -2.9% | -0.8% |
| 3M | +3.0% | +8.8% | -5.9% | +0.9% |
| 6M | +33.9% | -1.2% | +35.0% | +33.1% |
| YTD | +42.5% | +17.6% | +24.9% | +36.2% |
| 1Y | +44.9% | +18.4% | +26.4% | +37.9% |
| 3Y | +293.0% | +33.1% | +259.9% | +264.1% |
| All | +503.6% | +142.8% | +360.8% | +420.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling