+44.9%
IBKR vs GAP
-7.6%
+52.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.8% |
| 7D | -1.3% | -4.1% | +2.8% | -0.9% |
| 30D | -0.2% | +6.2% | -6.4% | -1.1% |
| 3M | +3.0% | -0.7% | +3.6% | +2.8% |
| 6M | +33.9% | -7.1% | +41.0% | +33.5% |
| YTD | +42.5% | -14.1% | +56.6% | +44.6% |
| 1Y | +44.9% | -8.5% | +53.4% | +40.1% |
| All | +44.9% | -7.6% | +52.5% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling