+990.2%
IBKR vs GNRC
+448.8%
+541.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.5% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | -0.2% | -15.7% | +15.5% | +3.8% |
| 3M | +3.0% | -27.3% | +30.3% | +10.1% |
| 6M | +33.9% | -12.1% | +45.9% | +35.5% |
| YTD | +42.5% | +37.1% | +5.4% | +28.8% |
| 1Y | +44.9% | -0.5% | +45.3% | +40.5% |
| 3Y | +293.0% | +61.5% | +231.5% | +230.4% |
| 5Y | +497.7% | -58.6% | +556.2% | +584.2% |
| All | +990.2% | +448.8% | +541.4% | +364.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling