+590.9%
JPM vs IBKR
+1,011.6%
-420.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.2% |
| 7D | -0.7% | -1.3% | +0.7% | -0.1% |
| 30D | -2.5% | -0.2% | -2.2% | -2.8% |
| 3M | +14.1% | +3.0% | +11.2% | +11.5% |
| 6M | +25.1% | +33.9% | -8.8% | +7.0% |
| YTD | +12.1% | +42.5% | -30.4% | -7.5% |
| 1Y | +18.8% | +44.9% | -26.1% | -3.6% |
| 3Y | +163.4% | +293.0% | -129.6% | +23.4% |
| 5Y | +156.5% | +497.7% | -341.1% | -8.0% |
| All | +590.9% | +1,011.6% | -420.8% | +61.2% |
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