+990.2%
IBKR vs VRSK
+126.1%
+864.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.3% | -5.2% | +3.8% | +0.4% |
| 30D | -0.2% | -2.3% | +2.1% | +0.3% |
| 3M | +3.0% | -2.9% | +5.9% | +2.5% |
| 6M | +33.9% | -12.8% | +46.7% | +37.9% |
| YTD | +42.5% | -20.8% | +63.3% | +51.9% |
| 1Y | +44.9% | -33.2% | +78.1% | +65.6% |
| 3Y | +293.0% | -26.6% | +319.6% | +316.7% |
| 5Y | +497.7% | -11.3% | +509.0% | +461.2% |
| All | +990.2% | +126.1% | +864.1% | +497.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling