+36.4%
UPS vs IBKR
+1,011.6%
-975.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | -2.0% | -1.3% | -0.6% | -1.7% |
| 30D | -2.0% | -0.2% | -1.7% | -2.1% |
| 3M | -6.2% | +3.0% | -9.2% | -7.4% |
| 6M | +2.8% | +33.9% | -31.1% | -5.2% |
| YTD | +5.9% | +42.5% | -36.6% | -4.1% |
| 1Y | +26.2% | +44.9% | -18.6% | +13.3% |
| 3Y | -26.0% | +293.0% | -319.0% | -51.5% |
| 5Y | -34.3% | +497.7% | -531.9% | -63.0% |
| All | +36.4% | +1,011.6% | -975.3% | -37.0% |
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