+9.0%
IBKR vs GDDY
-14.3%
+23.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.8% | +9.0% | +4.0% |
| 7D | -1.4% | -2.4% | +1.0% | -1.5% |
| 30D | -13.6% | +17.7% | -31.2% | -13.2% |
| 3M | -11.8% | +26.6% | -38.4% | -11.0% |
| 6M | -12.7% | +34.2% | -47.0% | -11.6% |
| YTD | +18.3% | -7.8% | +26.1% | +29.9% |
| 1Y | +9.0% | -14.0% | +23.0% | +27.0% |
| All | +9.0% | -14.3% | +23.2% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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