+1,688.6%
QQQ vs IBKR
+1,349.8%
+338.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.1% |
| 7D | -0.6% | -1.3% | +0.8% | -0.1% |
| 30D | -1.2% | -0.2% | -1.0% | -1.4% |
| 3M | -0.2% | +3.0% | -3.2% | -1.8% |
| 6M | +17.9% | +33.9% | -15.9% | +5.6% |
| YTD | +16.6% | +42.5% | -25.9% | +1.7% |
| 1Y | +23.0% | +44.9% | -21.9% | +6.1% |
| 3Y | +92.9% | +293.0% | -200.1% | +14.1% |
| 5Y | +95.6% | +497.7% | -402.0% | -2.4% |
| 10Y | +570.4% | +1,004.4% | -434.0% | +158.1% |
| All | +1,688.6% | +1,349.8% | +338.8% | +402.6% |
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 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