+289.4%
HPE vs IBKR
+291.8%
-2.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.2% | +10.3% | +11.3% |
| 7D | +19.4% | -1.3% | +20.8% | +20.3% |
| 30D | +5.6% | -0.2% | +5.8% | +5.5% |
| 3M | +33.1% | +3.0% | +30.1% | +30.5% |
| 6M | +192.5% | +33.9% | +158.6% | +150.5% |
| YTD | +160.9% | +42.5% | +118.4% | +115.1% |
| 1Y | +155.0% | +44.9% | +110.1% | +107.6% |
| 3Y | +289.4% | +293.0% | -3.6% | +104.3% |
| All | +289.4% | +291.8% | -2.4% | +104.3% |
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 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