+129.2%
HPE vs IBKR
+45.1%
+84.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -0.6% | -3.3% | +2.7% | +1.0% |
| 30D | -2.3% | +4.5% | -6.8% | -4.8% |
| 3M | -2.9% | +6.5% | -9.3% | -6.1% |
| 6M | +143.6% | +34.2% | +109.4% | +111.2% |
| YTD | +118.5% | +44.5% | +74.1% | +83.3% |
| 1Y | +129.2% | +44.7% | +84.5% | +102.1% |
| All | +129.2% | +45.1% | +84.1% | +102.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling