+192.5%
JNJ vs IBKR
+1,011.6%
-819.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | -3.5% | -1.3% | -2.2% | -3.4% |
| 30D | +2.3% | -0.2% | +2.5% | +2.2% |
| 3M | +12.0% | +3.0% | +9.0% | +11.3% |
| 6M | +10.5% | +33.9% | -23.4% | +6.6% |
| YTD | +30.4% | +42.5% | -12.1% | +24.5% |
| 1Y | +52.1% | +44.9% | +7.3% | +44.6% |
| 3Y | +77.8% | +293.0% | -215.2% | +42.4% |
| 5Y | +82.9% | +497.7% | -414.8% | +32.6% |
| All | +192.5% | +1,011.6% | -819.1% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling