+503.6%
IBKR vs Z
-64.7%
+568.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.6% |
| 7D | -1.3% | -6.0% | +4.7% | -0.5% |
| 30D | -0.2% | -2.3% | +2.1% | -0.1% |
| 3M | +3.0% | -0.6% | +3.6% | +2.6% |
| 6M | +33.9% | -27.6% | +61.5% | +39.1% |
| YTD | +42.5% | -52.4% | +94.9% | +55.9% |
| 1Y | +44.9% | -63.6% | +108.5% | +63.8% |
| 3Y | +293.0% | -36.4% | +329.4% | +307.4% |
| All | +503.6% | -64.7% | +568.3% | +489.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling