+227.5%
LOW vs IBKR
+1,011.6%
-784.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | -3.7% | -1.3% | -2.4% | -3.4% |
| 30D | -8.9% | -0.2% | -8.6% | -9.0% |
| 3M | -10.4% | +3.0% | -13.4% | -11.9% |
| 6M | -19.4% | +33.9% | -53.3% | -26.8% |
| YTD | -17.1% | +42.5% | -59.6% | -26.5% |
| 1Y | -26.3% | +44.9% | -71.1% | -35.5% |
| 3Y | -9.9% | +293.0% | -302.9% | -46.8% |
| 5Y | +6.1% | +497.7% | -491.5% | -49.4% |
| All | +227.5% | +1,011.6% | -784.1% | +10.1% |
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 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