+471.9%
IBKR vs S
-57.1%
+529.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | -1.3% | -0.7% | -0.7% | -1.3% |
| 30D | -0.2% | -11.4% | +11.2% | +1.4% |
| 3M | +3.0% | +33.8% | -30.9% | -2.3% |
| 6M | +33.9% | +39.5% | -5.6% | +25.4% |
| YTD | +42.5% | +31.7% | +10.8% | +34.4% |
| 1Y | +44.9% | +7.0% | +37.9% | +40.8% |
| 3Y | +293.0% | +11.8% | +281.2% | +272.7% |
| 5Y | +497.7% | -69.0% | +566.7% | +501.0% |
| All | +471.9% | -57.1% | +529.0% | +482.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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