+503.6%
IBKR vs GIS
-25.1%
+528.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.1% |
| 7D | -1.3% | -6.4% | +5.0% | -2.2% |
| 30D | -0.2% | -6.1% | +5.9% | -1.0% |
| 3M | +3.0% | +7.8% | -4.9% | +3.9% |
| 6M | +33.9% | -8.8% | +42.6% | +32.7% |
| YTD | +42.5% | -19.1% | +61.6% | +39.6% |
| 1Y | +44.9% | -24.8% | +69.6% | +41.1% |
| 3Y | +293.0% | -37.6% | +330.6% | +275.5% |
| All | +503.6% | -25.1% | +528.7% | +442.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 5y: compounded portfolio wealth divided by compounded GIS 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…
5y analysis · Full analysis span regression · 6 months rolling