+587.5%
IBKR vs RVMD
+622.3%
-34.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -1.3% | -3.0% | +1.6% | -0.9% |
| 30D | -0.2% | -0.7% | +0.5% | -0.2% |
| 3M | +3.0% | +36.5% | -33.6% | -1.6% |
| 6M | +33.9% | +104.6% | -70.8% | +19.9% |
| YTD | +42.5% | +155.8% | -113.3% | +22.6% |
| 1Y | +44.9% | +340.7% | -295.8% | +15.1% |
| 3Y | +293.0% | +519.9% | -226.9% | +189.0% |
| 5Y | +497.7% | +584.9% | -87.3% | +305.5% |
| All | +587.5% | +622.3% | -34.8% | +314.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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