+465.1%
IBKR vs S
-57.7%
+522.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | +1.3% | -1.2% | +2.5% | +1.5% |
| 30D | -0.3% | -12.6% | +12.2% | +1.5% |
| 3M | +4.7% | +27.6% | -22.9% | +0.1% |
| 6M | +34.0% | +35.5% | -1.4% | +26.2% |
| YTD | +40.8% | +29.6% | +11.2% | +33.2% |
| 1Y | +45.7% | +8.1% | +37.6% | +41.5% |
| 3Y | +288.4% | +14.8% | +273.6% | +267.4% |
| 5Y | +487.2% | -70.6% | +557.7% | +492.6% |
| All | +465.1% | -57.7% | +522.8% | +477.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling