+39.4%
GM vs IBKR
+10.3%
+29.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.5% |
| 7D | +12.1% | -6.8% | +18.8% | +13.7% |
| 30D | +15.2% | -12.5% | +27.7% | +18.6% |
| 3M | +4.9% | -12.0% | +16.9% | +7.4% |
| 6M | +22.6% | -4.5% | +27.1% | +21.9% |
| YTD | +14.4% | +21.5% | -7.0% | +5.2% |
| 1Y | +39.4% | +10.6% | +28.8% | +31.8% |
| All | +39.4% | +10.3% | +29.1% | +31.8% |
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