-35.7%
U vs IBKR
+694.4%
-730.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.3% | +3.2% |
| 7D | +5.5% | -1.3% | +6.9% | +6.4% |
| 30D | -1.3% | -0.2% | -1.1% | -1.8% |
| 3M | +64.6% | +3.0% | +61.6% | +59.2% |
| 6M | +119.4% | +33.9% | +85.5% | +79.1% |
| YTD | -0.5% | +42.5% | -43.0% | -21.3% |
| 1Y | +1.3% | +44.9% | -43.6% | -20.6% |
| 3Y | +15.6% | +293.0% | -277.4% | -53.9% |
| 5Y | -67.5% | +497.7% | -565.1% | -90.5% |
| All | -35.7% | +694.4% | -730.1% | -81.7% |
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