+732.7%
ORCL vs IBKR
+1,197.8%
-465.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +8.0% | +7.9% | +0.1% | +5.0% |
| 30D | -4.0% | -2.8% | -1.2% | -2.6% |
| 3M | -19.5% | -10.5% | -9.0% | -15.8% |
| 6M | -33.5% | -3.7% | -29.7% | -32.2% |
| YTD | -34.8% | +27.6% | -62.4% | -40.1% |
| 1Y | -41.6% | +22.5% | -64.1% | -45.5% |
| 3Y | +13.8% | +307.2% | -293.5% | -31.3% |
| 5Y | +43.4% | +357.7% | -314.3% | -19.1% |
| 10Y | +268.8% | +846.8% | -578.0% | +51.0% |
| All | +732.7% | +1,197.8% | -465.1% | +146.5% |
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