-55.4%
APP vs IBKR
+10.3%
-65.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.1% | +10.3% |
| 7D | +4.5% | -6.8% | +11.3% | +9.6% |
| 30D | -3.6% | -12.5% | +8.9% | +5.0% |
| 3M | -35.3% | -12.0% | -23.2% | -30.4% |
| 6M | -42.8% | -4.5% | -38.3% | -42.7% |
| YTD | -59.7% | +21.5% | -81.1% | -64.1% |
| 1Y | -55.4% | +10.6% | -66.0% | -57.8% |
| All | -55.4% | +10.3% | -65.6% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling