+5.2%
LOW vs IBKR
+495.5%
-490.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.2% |
| 7D | -3.7% | -1.3% | -2.4% | -3.6% |
| 30D | -8.9% | -0.2% | -8.6% | -8.9% |
| 3M | -10.4% | +3.0% | -13.4% | -11.1% |
| 6M | -19.4% | +33.9% | -53.3% | -23.3% |
| YTD | -17.1% | +42.5% | -59.6% | -22.0% |
| 1Y | -26.3% | +44.9% | -71.1% | -31.1% |
| 3Y | -9.9% | +293.0% | -302.9% | -31.9% |
| All | +5.2% | +495.5% | -490.2% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling