+33.6%
USB vs IBKR
+50.2%
-16.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | +2.1% | +0.6% | +1.4% | +1.9% |
| 30D | -2.3% | +3.7% | -5.9% | -3.4% |
| 3M | +13.9% | +4.2% | +9.6% | +11.9% |
| 6M | +21.6% | +36.6% | -15.1% | +10.1% |
| YTD | +19.3% | +41.9% | -22.5% | +7.4% |
| 1Y | +33.6% | +49.5% | -15.9% | +20.6% |
| All | +33.6% | +50.2% | -16.6% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling