+64.7%
IBKR vs VG
-34.8%
+99.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.1% |
| 7D | -3.8% | +7.0% | -10.8% | -4.3% |
| 30D | -0.3% | +17.2% | -17.6% | -1.6% |
| 3M | +4.8% | +16.8% | -12.0% | +3.0% |
| 6M | +30.8% | +36.3% | -5.5% | +22.9% |
| YTD | +39.5% | +127.9% | -88.4% | +19.2% |
| 1Y | +43.7% | +11.7% | +32.0% | +36.6% |
| All | +64.7% | -34.8% | +99.5% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 5y: compounded portfolio wealth divided by compounded VG 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…
5y analysis · Full analysis span regression · 6 months rolling