IBKR
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IBKR, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
IBKR | 7.26% | 0.72% | 9.36% | 14.08% | N/A | N/A |
Portfolio components: | ||||||
TSLA Tesla, Inc. | -14.19% | -3.00% | 6.75% | -10.72% | 71.79% | 28.14% |
QQQ Invesco QQQ | 16.41% | 2.67% | 8.94% | 30.50% | 21.64% | 17.91% |
SPY SPDR S&P 500 ETF | 18.73% | 3.00% | 11.33% | 28.43% | 16.05% | 12.85% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 13.41% | 2.05% | 8.98% | 17.74% | 12.23% | N/A |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 1.64% | 3.89% | 0.68% | 9.04% | 13.82% | N/A |
XLK Technology Select Sector SPDR Fund | 15.29% | 2.25% | 7.89% | 31.03% | 24.39% | 20.19% |
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares | 5.62% | 1.94% | 1.27% | 17.69% | 14.60% | 12.75% |
JEPI JPMorgan Equity Premium Income ETF | 10.33% | 2.85% | 6.03% | 13.85% | N/A | N/A |
GOOG Alphabet Inc. | 19.29% | -0.44% | 20.00% | 27.57% | 23.57% | 19.48% |
BRK-B Berkshire Hathaway Inc. | 27.43% | 3.85% | 11.15% | 27.83% | 17.85% | 12.76% |
Monthly Returns
The table below presents the monthly returns of IBKR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -6.63% | 5.54% | -1.80% | -1.41% | 2.13% | 5.51% | 6.39% | 7.26% | |||||
2023 | 18.19% | 6.54% | 2.86% | -5.84% | 8.59% | 13.22% | 3.08% | -1.74% | -3.89% | -8.28% | 11.81% | 3.82% | 55.40% |
2022 | -6.68% | -3.71% | 10.96% | -12.73% | -4.50% | -9.71% | 17.28% | -5.69% | -6.74% | 0.14% | 0.13% | -13.32% | -32.74% |
2021 | 4.01% | -3.80% | 2.42% | 5.92% | -3.45% | 4.30% | 1.79% | 4.45% | -1.41% | 19.24% | 0.74% | -0.62% | 36.76% |
2020 | 2.44% | 10.45% | 15.45% | 35.13% | -9.25% | -4.95% | 23.18% | 11.56% | 109.21% |
Expense Ratio
IBKR has an expense ratio of 0.13%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IBKR is 7, indicating that it is in the bottom 7% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
TSLA Tesla, Inc. | -0.13 | 0.20 | 1.02 | -0.11 | -0.28 |
QQQ Invesco QQQ | 1.88 | 2.52 | 1.33 | 2.35 | 9.03 |
SPY SPDR S&P 500 ETF | 2.44 | 3.30 | 1.44 | 2.58 | 11.47 |
DIVO Amplify CWP Enhanced Dividend Income ETF | 2.22 | 3.12 | 1.39 | 2.54 | 9.77 |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 0.69 | 1.03 | 1.12 | 0.72 | 1.93 |
XLK Technology Select Sector SPDR Fund | 1.63 | 2.18 | 1.29 | 1.97 | 7.35 |
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares | 1.29 | 1.84 | 1.22 | 1.10 | 5.62 |
JEPI JPMorgan Equity Premium Income ETF | 1.91 | 2.63 | 1.36 | 2.27 | 8.75 |
GOOG Alphabet Inc. | 1.05 | 1.47 | 1.21 | 1.60 | 4.72 |
BRK-B Berkshire Hathaway Inc. | 2.21 | 3.00 | 1.38 | 2.70 | 7.96 |
Dividends
Dividend yield
IBKR granted a 0.91% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
IBKR | 0.91% | 0.98% | 1.19% | 0.96% | 0.91% | 0.97% | 0.87% | 0.67% | 0.52% | 0.50% | 0.57% | 0.46% |
Portfolio components: | ||||||||||||
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
SPY SPDR S&P 500 ETF | 1.22% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 4.43% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% | 0.00% | 0.00% |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 1.55% | 1.37% | 1.55% | 0.95% | 1.48% | 1.53% | 1.39% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% |
XLK Technology Select Sector SPDR Fund | 0.69% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares | 0.88% | 0.79% | 0.98% | 3.83% | 0.54% | 0.74% | 0.80% | 0.65% | 1.17% | 0.75% | 1.36% | 0.38% |
JEPI JPMorgan Equity Premium Income ETF | 7.09% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the IBKR. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the IBKR was 38.84%, occurring on Jan 3, 2023. Recovery took 133 trading sessions.
The current IBKR drawdown is 7.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-38.84% | Nov 5, 2021 | 291 | Jan 3, 2023 | 133 | Jul 17, 2023 | 424 |
-19.68% | Sep 1, 2020 | 5 | Sep 8, 2020 | 52 | Nov 19, 2020 | 57 |
-16.45% | Jul 19, 2023 | 73 | Oct 30, 2023 | 164 | Jun 26, 2024 | 237 |
-15.27% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
-14.71% | Feb 9, 2021 | 19 | Mar 8, 2021 | 100 | Jul 29, 2021 | 119 |
Volatility
Volatility Chart
The current IBKR volatility is 9.96%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
TSLA | BRK-B | GOOG | JEPI | DIVO | OMFL | XLK | QQQ | QQQE | SPY | |
---|---|---|---|---|---|---|---|---|---|---|
TSLA | 1.00 | 0.20 | 0.42 | 0.33 | 0.33 | 0.41 | 0.55 | 0.62 | 0.60 | 0.54 |
BRK-B | 0.20 | 1.00 | 0.39 | 0.66 | 0.72 | 0.66 | 0.43 | 0.43 | 0.48 | 0.65 |
GOOG | 0.42 | 0.39 | 1.00 | 0.50 | 0.51 | 0.51 | 0.73 | 0.77 | 0.68 | 0.72 |
JEPI | 0.33 | 0.66 | 0.50 | 1.00 | 0.83 | 0.74 | 0.65 | 0.65 | 0.71 | 0.81 |
DIVO | 0.33 | 0.72 | 0.51 | 0.83 | 1.00 | 0.79 | 0.64 | 0.63 | 0.68 | 0.83 |
OMFL | 0.41 | 0.66 | 0.51 | 0.74 | 0.79 | 1.00 | 0.65 | 0.66 | 0.75 | 0.84 |
XLK | 0.55 | 0.43 | 0.73 | 0.65 | 0.64 | 0.65 | 1.00 | 0.97 | 0.90 | 0.90 |
QQQ | 0.62 | 0.43 | 0.77 | 0.65 | 0.63 | 0.66 | 0.97 | 1.00 | 0.94 | 0.91 |
QQQE | 0.60 | 0.48 | 0.68 | 0.71 | 0.68 | 0.75 | 0.90 | 0.94 | 1.00 | 0.92 |
SPY | 0.54 | 0.65 | 0.72 | 0.81 | 0.83 | 0.84 | 0.90 | 0.91 | 0.92 | 1.00 |