+37.4%
GILD vs IBKR
+45.1%
-7.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +3.7% | -3.3% | +6.9% | +3.7% |
| 30D | +14.6% | +4.5% | +10.1% | +14.4% |
| 3M | +17.7% | +6.5% | +11.2% | +16.9% |
| 6M | +3.1% | +34.2% | -31.1% | +0.7% |
| YTD | +24.5% | +44.5% | -19.9% | +21.5% |
| 1Y | +37.4% | +44.7% | -7.3% | +33.1% |
| All | +37.4% | +45.1% | -7.7% | +33.1% |
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