+937.7%
VUG vs IBKR
+1,349.8%
-412.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | -0.5% | -1.3% | +0.9% | 0.0% |
| 30D | -1.0% | -0.2% | -0.7% | -1.2% |
| 3M | +3.5% | +3.0% | +0.6% | +1.8% |
| 6M | +14.2% | +33.9% | -19.7% | +2.2% |
| YTD | +8.5% | +42.5% | -34.0% | -5.4% |
| 1Y | +12.9% | +44.9% | -32.0% | -2.7% |
| 3Y | +85.6% | +293.0% | -207.4% | +10.0% |
| 5Y | +78.1% | +497.7% | -419.5% | -10.7% |
| 10Y | +422.5% | +1,004.4% | -581.9% | +102.6% |
| All | +937.7% | +1,349.8% | -412.1% | +192.9% |
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