+1,395.9%
IBKR vs RVTY
+443.9%
+952.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | 0.0% |
| 7D | -3.8% | -7.4% | +3.6% | -0.9% |
| 30D | -0.3% | +4.5% | -4.8% | -2.1% |
| 3M | +4.8% | +19.5% | -14.7% | -3.0% |
| 6M | +30.8% | +34.1% | -3.3% | +15.1% |
| YTD | +39.5% | +25.3% | +14.2% | +25.9% |
| 1Y | +43.7% | +47.0% | -3.3% | +21.3% |
| 3Y | +284.7% | +14.1% | +270.5% | +241.0% |
| 5Y | +484.9% | -34.6% | +519.5% | +532.2% |
| 10Y | +980.8% | +136.0% | +844.9% | +510.1% |
| All | +1,395.9% | +443.9% | +952.1% | +416.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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