+990.2%
IBKR vs GAP
+31.2%
+959.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.6% |
| 7D | -1.3% | -4.1% | +2.8% | -0.6% |
| 30D | -0.2% | +6.2% | -6.4% | -1.7% |
| 3M | +3.0% | -0.7% | +3.6% | +2.6% |
| 6M | +33.9% | -7.1% | +41.0% | +34.1% |
| YTD | +42.5% | -14.1% | +56.6% | +44.5% |
| 1Y | +44.9% | -8.5% | +53.4% | +44.3% |
| 3Y | +293.0% | +115.4% | +177.6% | +205.2% |
| 5Y | +497.7% | +9.8% | +487.8% | +407.8% |
| All | +990.2% | +31.2% | +959.0% | +661.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling