+507.1%
IBKR vs GNRC
-59.6%
+566.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +0.3% |
| 7D | -2.0% | -5.5% | +3.5% | -1.0% |
| 30D | -1.3% | -19.3% | +18.0% | +2.6% |
| 3M | 0.0% | -32.5% | +32.6% | +6.9% |
| 6M | +37.4% | -11.7% | +49.1% | +38.6% |
| YTD | +41.5% | +29.8% | +11.8% | +32.3% |
| 1Y | +43.1% | -4.0% | +47.1% | +40.7% |
| 3Y | +297.8% | +58.1% | +239.7% | +253.6% |
| 5Y | +507.1% | -59.2% | +566.3% | +542.5% |
| All | +507.1% | -59.6% | +566.7% | +542.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling