+142.4%
GILD vs IBKR
+495.5%
-353.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -0.9% |
| 7D | -4.8% | -1.3% | -3.5% | -4.7% |
| 30D | +5.8% | -0.2% | +6.0% | +5.7% |
| 3M | +14.9% | +3.0% | +12.0% | +14.3% |
| 6M | -0.4% | +33.9% | -34.2% | -3.5% |
| YTD | +18.5% | +42.5% | -24.0% | +13.9% |
| 1Y | +25.1% | +44.9% | -19.7% | +19.7% |
| 3Y | +105.9% | +293.0% | -187.1% | +75.9% |
| All | +142.4% | +495.5% | -353.0% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling