+226.3%
USB vs IBKR
+1,131.1%
-904.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.4% | +0.2% | +1.3% | +1.2% |
| 30D | +6.4% | -11.7% | +18.1% | +12.2% |
| 3M | -4.5% | -14.3% | +9.9% | +1.5% |
| 6M | +11.4% | -7.9% | +19.3% | +13.0% |
| YTD | +17.1% | +21.0% | -3.9% | +2.7% |
| 1Y | +32.6% | +9.5% | +23.0% | +21.6% |
| 3Y | +101.8% | +282.8% | -180.9% | -7.4% |
| 5Y | +25.1% | +335.2% | -310.0% | -47.9% |
| 10Y | +84.9% | +813.0% | -728.2% | -51.3% |
| All | +226.3% | +1,131.1% | -904.9% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling