+1,428.5%
IBKR vs VIG
+523.6%
+904.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.4% |
| 7D | -1.3% | -1.1% | -0.3% | -0.1% |
| 30D | -0.2% | -2.7% | +2.5% | +3.1% |
| 3M | +3.0% | +2.5% | +0.4% | 0.0% |
| 6M | +33.9% | +9.2% | +24.6% | +21.5% |
| YTD | +42.5% | +9.8% | +32.7% | +29.1% |
| 1Y | +44.9% | +12.4% | +32.5% | +28.2% |
| 3Y | +293.0% | +55.9% | +237.1% | +144.6% |
| 5Y | +497.7% | +63.9% | +433.7% | +251.3% |
| 10Y | +1,004.4% | +249.1% | +755.3% | +175.5% |
| All | +1,428.5% | +523.6% | +904.9% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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