+990.2%
IBKR vs GDDY
+207.2%
+783.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.7% |
| 7D | -1.3% | -3.2% | +1.8% | -0.5% |
| 30D | -0.2% | +6.8% | -7.0% | -2.8% |
| 3M | +3.0% | +30.5% | -27.5% | -7.5% |
| 6M | +33.9% | +13.3% | +20.5% | +24.6% |
| YTD | +42.5% | -21.0% | +63.5% | +48.6% |
| 1Y | +44.9% | -34.0% | +78.9% | +60.8% |
| 3Y | +293.0% | +33.1% | +259.9% | +233.8% |
| 5Y | +497.7% | +30.3% | +467.3% | +401.0% |
| All | +990.2% | +207.2% | +783.0% | +580.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling