-5.6%
COST vs IBKR
+46.7%
-52.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.4% |
| 7D | -1.2% | -1.3% | +0.2% | -1.3% |
| 30D | -4.7% | -0.2% | -4.5% | -4.7% |
| 3M | -7.1% | +3.0% | -10.1% | -6.9% |
| 6M | -8.5% | +33.9% | -42.4% | -8.0% |
| YTD | +5.4% | +42.5% | -37.1% | +6.0% |
| 1Y | -5.6% | +44.9% | -50.5% | -4.5% |
| All | -5.6% | +46.7% | -52.4% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling