+629.6%
IVV vs IBKR
+1,369.6%
-740.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +0.1% | -3.3% | +3.4% | +1.1% |
| 30D | +0.1% | +4.5% | -4.4% | -1.7% |
| 3M | +2.0% | +6.5% | -4.5% | -0.9% |
| 6M | +13.0% | +34.2% | -21.2% | +1.1% |
| YTD | +13.6% | +44.5% | -30.9% | -1.4% |
| 1Y | +20.1% | +44.7% | -24.6% | +3.4% |
| 3Y | +77.6% | +306.7% | -229.1% | +3.3% |
| 5Y | +82.5% | +489.9% | -407.4% | -9.5% |
| 10Y | +316.5% | +1,019.5% | -703.0% | +56.2% |
| All | +629.6% | +1,369.6% | -740.0% | +95.5% |
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