+1,321.9%
AMAT vs IBKR
+842.7%
+479.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.1% |
| 7D | +11.4% | +7.9% | +3.5% | +6.8% |
| 30D | -17.0% | -2.8% | -14.3% | -15.2% |
| 3M | -30.6% | -10.5% | -20.2% | -26.1% |
| 6M | -14.9% | -3.7% | -11.2% | -13.2% |
| YTD | +44.7% | +27.6% | +17.1% | +26.2% |
| 1Y | +66.9% | +22.5% | +44.4% | +48.8% |
| 3Y | +153.3% | +307.2% | -153.9% | +10.2% |
| 5Y | +146.2% | +357.7% | -211.4% | -3.6% |
| All | +1,321.9% | +842.7% | +479.2% | +327.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling