+471.5%
RSP vs IBKR
+1,332.5%
-861.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -1.8% | +1.3% | -3.1% | -2.3% |
| 30D | -2.5% | -0.3% | -2.2% | -2.8% |
| 3M | +3.0% | +4.7% | -1.7% | +0.3% |
| 6M | +8.9% | +34.0% | -25.1% | -3.6% |
| YTD | +13.0% | +40.8% | -27.8% | -2.4% |
| 1Y | +16.2% | +45.7% | -29.5% | -1.5% |
| 3Y | +52.7% | +288.4% | -235.7% | -14.7% |
| 5Y | +50.5% | +487.2% | -436.7% | -30.7% |
| 10Y | +209.8% | +991.2% | -781.4% | +5.0% |
| All | +471.5% | +1,332.5% | -861.0% | +33.4% |
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 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