-79.7%
PATH vs IBKR
+404.3%
-484.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.8% | -6.0% | -6.8% |
| 7D | -22.8% | +0.6% | -23.4% | -23.0% |
| 30D | -6.9% | +3.7% | -10.6% | -9.0% |
| 3M | +25.4% | +4.2% | +21.2% | +21.0% |
| 6M | +18.1% | +36.6% | -18.5% | -3.1% |
| YTD | -14.5% | +41.9% | -56.4% | -32.0% |
| 1Y | +18.7% | +49.5% | -30.8% | -8.1% |
| 3Y | -24.2% | +291.3% | -315.5% | -69.8% |
| 5Y | -75.2% | +492.7% | -567.9% | -92.9% |
| All | -79.7% | +404.3% | -484.0% | -94.6% |
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