+293.0%
IBKR vs RSG
+57.7%
+235.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.2% |
| 7D | -1.3% | 0.0% | -1.4% | -1.4% |
| 30D | -0.2% | +4.0% | -4.2% | -0.4% |
| 3M | +3.0% | +7.4% | -4.4% | +2.2% |
| 6M | +33.9% | +0.1% | +33.8% | +35.0% |
| YTD | +42.5% | +6.0% | +36.5% | +40.9% |
| 1Y | +44.9% | -3.0% | +47.8% | +48.1% |
| 3Y | +293.0% | +56.5% | +236.5% | +254.1% |
| All | +293.0% | +57.7% | +235.3% | +254.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling