+219.3%
USB vs IBKR
+1,103.1%
-883.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.8% | -2.5% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | +5.8% | -13.6% | +19.4% | +12.7% |
| 3M | -6.0% | -11.8% | +5.8% | -1.6% |
| 6M | +7.8% | -12.7% | +20.5% | +12.1% |
| YTD | +14.6% | +18.3% | -3.7% | +1.6% |
| 1Y | +31.8% | +9.0% | +22.8% | +21.1% |
| 3Y | +91.5% | +281.2% | -189.6% | -12.1% |
| 5Y | +22.0% | +321.9% | -299.9% | -48.4% |
| 10Y | +96.1% | +904.9% | -808.8% | -51.0% |
| All | +219.3% | +1,103.1% | -883.8% | -46.8% |
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