+336.5%
ORCL vs IBKR
+987.9%
-651.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | -0.7% | -3.8% | +3.1% | +0.8% |
| 30D | +5.1% | -0.3% | +5.4% | +5.2% |
| 3M | -23.7% | +4.8% | -28.5% | -25.3% |
| 6M | +3.1% | +30.8% | -27.7% | -6.6% |
| YTD | -20.8% | +39.5% | -60.2% | -30.0% |
| 1Y | -52.9% | +43.7% | -96.5% | -58.9% |
| 3Y | +25.4% | +284.7% | -259.2% | -22.0% |
| 5Y | +82.4% | +484.9% | -402.5% | -3.9% |
| All | +336.5% | +987.9% | -651.4% | +88.0% |
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