+1,395.9%
IBKR vs VMC
+163.6%
+1,232.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.1% |
| 7D | -3.8% | -3.7% | -0.1% | -2.3% |
| 30D | -0.3% | -12.8% | +12.5% | +5.3% |
| 3M | +4.8% | -7.9% | +12.7% | +7.7% |
| 6M | +30.8% | -7.5% | +38.3% | +34.0% |
| YTD | +39.5% | -11.6% | +51.1% | +45.1% |
| 1Y | +43.7% | -14.3% | +57.9% | +51.3% |
| 3Y | +284.7% | +18.5% | +266.2% | +251.8% |
| 5Y | +484.9% | +46.8% | +438.1% | +385.8% |
| 10Y | +980.8% | +153.2% | +827.6% | +579.1% |
| All | +1,395.9% | +163.6% | +1,232.3% | +596.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling