+1,065.3%
IBKR vs GDDY
+390.3%
+674.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.7% |
| 7D | -1.3% | -3.2% | +1.8% | -0.6% |
| 30D | -0.2% | +6.8% | -7.0% | -2.5% |
| 3M | +3.0% | +30.5% | -27.5% | -6.4% |
| 6M | +33.9% | +13.3% | +20.5% | +25.6% |
| YTD | +42.5% | -21.0% | +63.5% | +47.7% |
| 1Y | +44.9% | -34.0% | +78.9% | +58.5% |
| 3Y | +293.0% | +33.1% | +259.9% | +242.7% |
| 5Y | +497.7% | +30.3% | +467.3% | +416.4% |
| 10Y | +1,004.4% | +205.5% | +798.9% | +662.9% |
| All | +1,065.3% | +390.3% | +674.9% | +670.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling