+396.9%
APP vs IBKR
+399.6%
-2.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +1.4% |
| 7D | +1.1% | -1.3% | +2.4% | +2.1% |
| 30D | +6.6% | -0.2% | +6.9% | +5.9% |
| 3M | -32.3% | +3.0% | -35.3% | -34.4% |
| 6M | -29.8% | +33.9% | -63.7% | -44.6% |
| YTD | -51.9% | +42.5% | -94.4% | -63.7% |
| 1Y | -43.3% | +44.9% | -88.2% | -58.0% |
| 3Y | +664.1% | +293.0% | +371.1% | +184.9% |
| 5Y | +318.7% | +497.7% | -179.0% | +13.0% |
| All | +396.9% | +399.6% | -2.7% | +21.6% |
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 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