+582.9%
ON vs IBKR
+1,349.8%
-766.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.2% | +6.3% | +7.3% |
| 7D | +2.4% | -1.3% | +3.7% | +3.3% |
| 30D | -8.6% | -0.2% | -8.4% | -8.7% |
| 3M | -34.3% | +3.0% | -37.3% | -35.2% |
| 6M | +28.5% | +33.9% | -5.3% | +9.5% |
| YTD | +40.6% | +42.5% | -1.9% | +14.8% |
| 1Y | +55.3% | +44.9% | +10.5% | +25.3% |
| 3Y | -22.2% | +293.0% | -315.2% | -65.8% |
| 5Y | +62.4% | +497.7% | -435.3% | -44.2% |
| 10Y | +642.1% | +1,004.4% | -362.3% | +81.8% |
| All | +582.9% | +1,349.8% | -766.9% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling