+2,785.9%
GOOG vs IBKR
+1,349.8%
+1,436.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.6% | +0.8% |
| 7D | 0.0% | -1.3% | +1.4% | +0.5% |
| 30D | -2.0% | -0.2% | -1.7% | -2.2% |
| 3M | -5.9% | +3.0% | -8.8% | -7.5% |
| 6M | +8.9% | +33.9% | -25.0% | -2.5% |
| YTD | +7.1% | +42.5% | -35.4% | -6.8% |
| 1Y | +39.7% | +44.9% | -5.2% | +20.1% |
| 3Y | +145.8% | +293.0% | -147.2% | +43.8% |
| 5Y | +138.6% | +497.7% | -359.0% | +17.2% |
| 10Y | +791.5% | +1,004.4% | -212.9% | +236.7% |
| All | +2,785.9% | +1,349.8% | +1,436.1% | +692.4% |
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