+138.6%
NOK vs IBKR
+1,011.6%
-873.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.1% |
| 7D | +11.0% | -1.3% | +12.3% | +11.4% |
| 30D | +7.8% | -0.2% | +8.1% | +7.8% |
| 3M | -21.0% | +3.0% | -24.0% | -21.7% |
| 6M | +40.9% | +33.9% | +7.0% | +28.9% |
| YTD | +72.0% | +42.5% | +29.5% | +53.7% |
| 1Y | +140.9% | +44.9% | +96.0% | +113.1% |
| 3Y | +194.3% | +293.0% | -98.7% | +77.6% |
| 5Y | +112.5% | +497.7% | -385.1% | +7.3% |
| All | +138.6% | +1,011.6% | -873.1% | -3.4% |
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