+361.0%
ORLY vs IBKR
+1,011.6%
-650.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | -2.4% | -1.3% | -1.0% | -2.1% |
| 30D | -6.8% | -0.2% | -6.5% | -6.9% |
| 3M | -4.8% | +3.0% | -7.7% | -5.9% |
| 6M | -9.1% | +33.9% | -42.9% | -15.4% |
| YTD | -5.9% | +42.5% | -48.4% | -14.0% |
| 1Y | -20.4% | +44.9% | -65.3% | -28.0% |
| 3Y | +36.6% | +293.0% | -256.4% | -8.1% |
| 5Y | +117.3% | +497.7% | -380.3% | +25.6% |
| All | +361.0% | +1,011.6% | -650.6% | +124.7% |
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