+3,031.5%
AMAT vs IBKR
+1,369.6%
+1,661.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | -1.5% | -3.3% | +1.8% | -0.1% |
| 30D | -14.8% | +4.5% | -19.3% | -16.9% |
| 3M | -9.3% | +6.5% | -15.8% | -12.1% |
| 6M | +27.4% | +34.2% | -6.8% | +10.6% |
| YTD | +77.6% | +44.5% | +33.1% | +49.0% |
| 1Y | +188.9% | +44.7% | +144.2% | +141.5% |
| 3Y | +202.3% | +306.7% | -104.4% | +52.4% |
| 5Y | +248.9% | +489.9% | -241.0% | +45.7% |
| 10Y | +1,585.2% | +1,019.5% | +565.7% | +424.7% |
| All | +3,031.5% | +1,369.6% | +1,661.8% | +609.6% |
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