+990.2%
IBKR vs RSG
+428.9%
+561.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.8% |
| 7D | -1.3% | 0.0% | -1.4% | -1.3% |
| 30D | -0.2% | +4.0% | -4.2% | -2.1% |
| 3M | +3.0% | +7.4% | -4.4% | -1.2% |
| 6M | +33.9% | +0.1% | +33.8% | +32.1% |
| YTD | +42.5% | +6.0% | +36.5% | +36.1% |
| 1Y | +44.9% | -3.0% | +47.8% | +44.5% |
| 3Y | +293.0% | +56.5% | +236.5% | +194.4% |
| 5Y | +497.7% | +90.9% | +406.7% | +288.6% |
| All | +990.2% | +428.9% | +561.3% | +291.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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