+2.0%
IBKR vs GNRC
+10.1%
-8.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -9.0% | +2.4% | -4.4% |
| 7D | -11.1% | -15.3% | +4.2% | -7.5% |
| 30D | -19.7% | -22.9% | +3.2% | -14.8% |
| 3M | -18.0% | -20.7% | +2.8% | -13.7% |
| 6M | -13.2% | -34.6% | +21.5% | -5.7% |
| YTD | +13.4% | +26.4% | -12.9% | -8.4% |
| 1Y | +2.0% | +8.3% | -6.3% | -11.2% |
| All | +2.0% | +10.1% | -8.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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