+41.2%
USB vs IBKR
+487.9%
-446.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.4% | -3.3% | +4.7% | +2.4% |
| 30D | -1.3% | +4.5% | -5.8% | -3.1% |
| 3M | +15.2% | +6.5% | +8.8% | +11.7% |
| 6M | +18.8% | +34.2% | -15.4% | +5.4% |
| YTD | +21.0% | +44.5% | -23.4% | +4.0% |
| 1Y | +34.0% | +44.7% | -10.7% | +14.2% |
| 3Y | +95.3% | +306.7% | -211.4% | +5.4% |
| All | +41.2% | +487.9% | -446.7% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling