+190.5%
B vs IBKR
+291.8%
-101.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | -2.4% | -1.3% | -1.0% | -2.1% |
| 30D | +6.3% | -0.2% | +6.6% | +6.4% |
| 3M | +12.1% | +3.0% | +9.2% | +11.3% |
| 6M | -3.1% | +33.9% | -37.0% | -8.4% |
| YTD | +2.0% | +42.5% | -40.5% | -4.1% |
| 1Y | +51.7% | +44.9% | +6.8% | +42.6% |
| 3Y | +190.5% | +293.0% | -102.5% | +195.5% |
| All | +190.5% | +291.8% | -101.3% | +195.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling