+44.7%
IBKR vs Z
-58.8%
+103.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | 0.0% |
| 7D | -3.3% | -3.0% | -0.3% | -2.8% |
| 30D | +4.5% | -4.2% | +8.6% | +5.0% |
| 3M | +6.5% | -3.7% | +10.2% | +7.0% |
| 6M | +34.2% | -24.5% | +58.7% | +40.9% |
| YTD | +44.5% | -49.3% | +93.7% | +58.5% |
| 1Y | +44.7% | -58.7% | +103.4% | +59.4% |
| All | +44.7% | -58.8% | +103.5% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling