+562.1%
ICE vs IBKR
+1,318.9%
-756.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | 0.0% |
| 7D | -5.3% | -3.8% | -1.5% | -3.8% |
| 30D | +3.0% | -0.3% | +3.3% | +2.7% |
| 3M | +11.4% | +4.8% | +6.7% | +7.8% |
| 6M | -2.0% | +30.8% | -32.8% | -14.9% |
| YTD | -3.1% | +39.5% | -42.6% | -18.9% |
| 1Y | -8.4% | +43.7% | -52.0% | -25.2% |
| 3Y | +40.7% | +284.7% | -243.9% | -33.2% |
| 5Y | +40.0% | +484.9% | -444.9% | -48.9% |
| 10Y | +213.5% | +980.8% | -767.3% | -28.3% |
| All | +562.1% | +1,318.9% | -756.8% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling