+629.3%
ON vs IBKR
+1,011.6%
-382.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.2% | +6.3% | +7.1% |
| 7D | +2.4% | -1.3% | +3.7% | +3.4% |
| 30D | -8.6% | -0.2% | -8.4% | -8.8% |
| 3M | -34.3% | +3.0% | -37.3% | -35.4% |
| 6M | +28.5% | +33.9% | -5.3% | +7.1% |
| YTD | +40.6% | +42.5% | -1.9% | +11.5% |
| 1Y | +55.3% | +44.9% | +10.5% | +21.3% |
| 3Y | -22.2% | +293.0% | -315.2% | -70.6% |
| 5Y | +62.4% | +497.7% | -435.3% | -55.4% |
| All | +629.3% | +1,011.6% | -382.3% | +53.3% |
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