+1,164.8%
INTU vs IBKR
+1,318.9%
-154.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -9.2% | -3.8% | -5.4% | -8.0% |
| 30D | -7.0% | -0.3% | -6.7% | -7.3% |
| 3M | +10.5% | +4.8% | +5.8% | +7.3% |
| 6M | -30.6% | +30.8% | -61.4% | -37.9% |
| YTD | -52.3% | +39.5% | -91.8% | -58.6% |
| 1Y | -51.8% | +43.7% | -95.5% | -58.9% |
| 3Y | -41.8% | +284.7% | -326.5% | -66.4% |
| 5Y | -42.8% | +484.9% | -527.7% | -72.0% |
| 10Y | +209.9% | +980.8% | -770.9% | +18.2% |
| All | +1,164.8% | +1,318.9% | -154.0% | +260.1% |
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