+238.0%
GM vs IBKR
+2,515.8%
-2,277.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.5% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | -1.1% | -0.2% | -0.9% | -1.4% |
| 3M | +6.1% | +3.0% | +3.2% | +3.6% |
| 6M | +15.0% | +33.9% | -18.9% | -0.8% |
| YTD | +6.0% | +42.5% | -36.5% | -11.7% |
| 1Y | +47.1% | +44.9% | +2.2% | +20.2% |
| 3Y | +170.5% | +293.0% | -122.5% | +26.9% |
| 5Y | +80.5% | +497.7% | -417.2% | -33.1% |
| 10Y | +238.7% | +1,004.4% | -765.7% | -12.2% |
| All | +238.0% | +2,515.8% | -2,277.8% | -51.4% |
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 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