+820.6%
IBKR vs Z
+16.2%
+804.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +1.3% | -7.1% | +8.4% | +2.4% |
| 30D | -0.3% | -4.8% | +4.4% | +0.2% |
| 3M | +4.7% | -9.3% | +14.0% | +5.7% |
| 6M | +34.0% | -29.0% | +63.0% | +40.3% |
| YTD | +40.8% | -52.9% | +93.7% | +56.4% |
| 1Y | +45.7% | -63.1% | +108.9% | +67.7% |
| 3Y | +288.4% | -36.9% | +325.2% | +299.1% |
| 5Y | +487.2% | -65.5% | +552.7% | +530.1% |
| 10Y | +991.2% | -3.9% | +995.1% | +772.1% |
| All | +820.6% | +16.2% | +804.3% | +578.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling