+38.4%
IGV vs IBKR
+291.8%
-253.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.5% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | -1.5% | -0.2% | -1.3% | -1.7% |
| 3M | +11.7% | +3.0% | +8.7% | +9.7% |
| 6M | +18.4% | +33.9% | -15.4% | +5.3% |
| YTD | -3.9% | +42.5% | -46.4% | -16.8% |
| 1Y | -9.7% | +44.9% | -54.5% | -22.5% |
| 3Y | +38.4% | +293.0% | -254.6% | -7.6% |
| All | +38.4% | +291.8% | -253.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling