+990.2%
IBKR vs UL
+66.7%
+923.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +2.0% |
| 7D | -1.3% | -3.4% | +2.0% | -0.5% |
| 30D | -0.2% | +0.5% | -0.7% | -0.4% |
| 3M | +3.0% | +7.2% | -4.3% | +0.8% |
| 6M | +33.9% | -3.1% | +36.9% | +34.3% |
| YTD | +42.5% | -2.7% | +45.2% | +42.4% |
| 1Y | +44.9% | -10.2% | +55.1% | +47.7% |
| 3Y | +293.0% | +20.3% | +272.7% | +258.4% |
| 5Y | +497.7% | +19.9% | +477.7% | +436.5% |
| All | +990.2% | +66.7% | +923.5% | +874.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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