+1,213.2%
HD vs IBKR
+1,332.5%
-119.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.8% |
| 7D | -1.8% | +1.3% | -3.1% | -2.2% |
| 30D | -10.8% | -0.3% | -10.5% | -11.0% |
| 3M | -2.7% | +4.7% | -7.3% | -4.8% |
| 6M | -10.3% | +34.0% | -44.3% | -19.1% |
| YTD | -7.8% | +40.8% | -48.6% | -18.7% |
| 1Y | -23.1% | +45.7% | -68.9% | -33.5% |
| 3Y | +2.0% | +288.4% | -286.4% | -39.2% |
| 5Y | +6.2% | +487.2% | -480.9% | -47.0% |
| 10Y | +210.2% | +991.2% | -781.1% | +16.6% |
| All | +1,213.2% | +1,332.5% | -119.3% | +251.3% |
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