+306.4%
APP vs IBKR
+480.3%
-173.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.8% |
| 7D | +0.3% | -3.8% | +4.1% | +3.2% |
| 30D | -1.3% | -0.3% | -1.0% | -2.2% |
| 3M | -36.2% | +4.8% | -41.0% | -39.2% |
| 6M | -34.1% | +30.8% | -64.9% | -47.6% |
| YTD | -53.3% | +39.5% | -92.8% | -64.6% |
| 1Y | -44.5% | +43.7% | -88.2% | -59.2% |
| 3Y | +646.7% | +284.7% | +362.0% | +167.1% |
| 5Y | +306.4% | +484.9% | -178.5% | -4.4% |
| All | +306.4% | +480.3% | -173.9% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling