-9.5%
ICE vs IBKR
+46.7%
-56.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.8% |
| 7D | -2.4% | -1.3% | -1.0% | -2.3% |
| 30D | +4.0% | -0.2% | +4.2% | +3.9% |
| 3M | +13.7% | +3.0% | +10.7% | +12.9% |
| 6M | +0.9% | +33.9% | -32.9% | -2.8% |
| YTD | -2.1% | +42.5% | -44.6% | -6.1% |
| 1Y | -9.5% | +44.9% | -54.4% | -12.3% |
| All | -9.5% | +46.7% | -56.3% | -12.3% |
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