+2,377.6%
IBKR vs URA
-29.9%
+2,407.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.3% |
| 7D | +1.3% | +5.7% | -4.4% | -0.5% |
| 30D | -0.3% | +5.6% | -5.9% | -2.0% |
| 3M | +4.7% | +6.2% | -1.5% | +2.5% |
| 6M | +34.0% | -8.2% | +42.3% | +36.5% |
| YTD | +40.8% | +9.7% | +31.1% | +35.4% |
| 1Y | +45.7% | +17.0% | +28.8% | +36.1% |
| 3Y | +288.4% | +118.5% | +169.9% | +192.8% |
| 5Y | +487.2% | +134.3% | +352.8% | +312.3% |
| 10Y | +991.2% | +377.5% | +613.7% | +473.5% |
| All | +2,377.6% | -29.9% | +2,407.5% | +1,719.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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