+1,428.5%
IBKR vs RRC
+20.0%
+1,408.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +36.7% |
| 1Y | +44.9% | +18.4% | +26.4% | +38.4% |
| 3Y | +293.0% | +33.1% | +259.9% | +263.7% |
| 5Y | +497.7% | +148.2% | +349.5% | +367.6% |
| 10Y | +1,004.4% | +4.3% | +1,000.1% | +792.9% |
| All | +1,428.5% | +20.0% | +1,408.5% | +775.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling