-62.0%
C vs IBKR
+1,318.9%
-1,380.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.2% |
| 7D | +0.3% | -3.8% | +4.1% | +2.9% |
| 30D | +2.0% | -0.3% | +2.3% | +1.4% |
| 3M | +4.4% | +4.8% | -0.4% | -0.5% |
| 6M | +28.3% | +30.8% | -2.4% | +3.7% |
| YTD | +20.5% | +39.5% | -19.0% | -7.5% |
| 1Y | +45.5% | +43.7% | +1.9% | +7.8% |
| 3Y | +274.0% | +284.7% | -10.6% | +25.3% |
| 5Y | +136.1% | +484.9% | -348.8% | -46.4% |
| 10Y | +296.7% | +980.8% | -684.2% | -50.9% |
| All | -62.0% | +1,318.9% | -1,380.9% | -97.3% |
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