+103.2%
USB vs IBKR
+303.8%
-200.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.4% | -3.3% | +4.7% | +2.3% |
| 30D | -1.3% | +4.5% | -5.8% | -2.8% |
| 3M | +15.2% | +6.5% | +8.8% | +12.3% |
| 6M | +18.8% | +34.2% | -15.4% | +7.5% |
| YTD | +21.0% | +44.5% | -23.4% | +6.8% |
| 1Y | +34.0% | +44.7% | -10.7% | +17.4% |
| All | +103.2% | +303.8% | -200.6% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling