+378.5%
APP vs IBKR
+397.4%
-18.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -1.4% |
| 7D | +0.1% | +0.6% | -0.6% | -0.6% |
| 30D | -10.0% | +3.7% | -13.7% | -13.4% |
| 3M | -44.6% | +4.2% | -48.9% | -46.9% |
| 6M | -37.9% | +36.6% | -74.5% | -51.8% |
| YTD | -53.7% | +41.9% | -95.6% | -64.9% |
| 1Y | -43.0% | +49.5% | -92.5% | -58.7% |
| 3Y | +640.8% | +291.3% | +349.4% | +177.1% |
| 5Y | +358.8% | +492.7% | -133.8% | +24.3% |
| All | +378.5% | +397.4% | -18.8% | +17.5% |
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 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