-77.4%
PATH vs IBKR
+330.3%
-407.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -2.4% |
| 7D | -5.3% | -1.4% | -3.9% | -4.8% |
| 30D | -0.5% | -13.6% | +13.1% | +7.2% |
| 3M | -7.1% | -11.8% | +4.6% | -1.5% |
| 6M | +23.8% | -12.7% | +36.5% | +30.0% |
| YTD | -20.7% | +18.3% | -38.9% | -31.6% |
| 1Y | -8.1% | +9.0% | -17.1% | -16.8% |
| 3Y | -21.8% | +281.2% | -303.0% | -72.0% |
| All | -77.4% | +330.3% | -407.7% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling