+4.5%
HD vs IBKR
+495.5%
-491.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.7% |
| 7D | -3.8% | -1.3% | -2.5% | -3.7% |
| 30D | -9.4% | -0.2% | -9.2% | -9.5% |
| 3M | -4.6% | +3.0% | -7.6% | -5.3% |
| 6M | -10.1% | +33.9% | -43.9% | -14.3% |
| YTD | -8.3% | +42.5% | -50.8% | -13.7% |
| 1Y | -25.0% | +44.9% | -69.9% | -29.9% |
| 3Y | +1.5% | +293.0% | -291.5% | -23.3% |
| All | +4.5% | +495.5% | -491.0% | -31.6% |
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