+503.6%
IBKR vs VMC
+47.0%
+456.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.8% |
| 7D | -1.3% | -3.8% | +2.4% | +0.5% |
| 30D | -0.2% | -9.7% | +9.5% | +4.8% |
| 3M | +3.0% | -9.6% | +12.6% | +7.3% |
| 6M | +33.9% | -4.8% | +38.7% | +35.4% |
| YTD | +42.5% | -10.9% | +53.4% | +48.2% |
| 1Y | +44.9% | -15.6% | +60.5% | +54.9% |
| 3Y | +293.0% | +19.3% | +273.7% | +247.0% |
| All | +503.6% | +47.0% | +456.6% | +374.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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