+20.6%
ICE vs IBKR
+10.3%
+10.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.3% |
| 7D | +12.2% | -6.8% | +18.9% | +12.6% |
| 30D | +15.0% | -12.5% | +27.5% | +16.1% |
| 3M | +17.6% | -12.0% | +29.7% | +18.6% |
| 6M | +12.6% | -4.5% | +17.1% | +11.7% |
| YTD | +9.1% | +21.5% | -12.3% | +4.1% |
| 1Y | +20.6% | +10.6% | +10.0% | +17.0% |
| All | +20.6% | +10.3% | +10.3% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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