+149.6%
GOOGL vs IBKR
+291.8%
-142.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.2% |
| 7D | 0.0% | -1.3% | +1.4% | +0.4% |
| 30D | -1.4% | -0.2% | -1.2% | -1.6% |
| 3M | -5.3% | +3.0% | -8.3% | -6.5% |
| 6M | +9.8% | +33.9% | -24.1% | +0.8% |
| YTD | +8.4% | +42.5% | -34.1% | -2.7% |
| 1Y | +41.2% | +44.9% | -3.7% | +25.7% |
| 3Y | +149.6% | +293.0% | -143.4% | +84.2% |
| All | +149.6% | +291.8% | -142.3% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling